Didn't notice he wanted PM only. Here's an update for the one I did above so there isn't any confusion with it.

Code:
on *:text:*:?: {
  ; Check if your nick is used.
  if ($me isin $1-) {
    ; Check if the target of the text is your active window.  If not, continue.  If it is, then don't do anything.
    if ($target != $active) {
      echo -at $nick is calling you in PM.
      .splay dingding.wav
    }
  }
}

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