Facebook Chat No Alert

[lzicc]

I setup Facebook chat on my 8x and when someone sends me a message, I do not get alerted. If I open up FB Chat, I see the message. I don't get an alert sound and do not see anything on my live tile.

 

[lzicc]

Now that I opened Chat, I am getting the alerts. Does the program have to be open in the background to get alerts?