By default when a new member registers the setting is NOT to "Show e-mail link". If you can not find an e-mail link next to a message posted by a registered member, it means that the member in question has either decided not to "Show e-mail link", or has not changed this option in their user data section.

Registered Members, if you wish to receive an e-mail direct make sure you have 'yes" next to the 'Show e-mail link'.

Further details are avaible by going to the Help FAQ link at the top of the page.