John,
I believe the pst messages are only sent if you're doing a client push methodology, not the server pull. I'm betting that you haven't enabled the client push for the client's you're migrating. A good description of this service can be found in the admin guide, but hte long and short of it is that once you enable the client (right click on personal files, select enable clients) for push, it sends out the message to tell them that they're going to start chunking their pst's to the server. That way they don't get confused when they're stuff starts to disappear slowly.
micah