Here are instructions on how to fix your settings:
Go here: http://www.livejournal.com/manage/profile/. The link will take you to a page where you can edit your profile. Scroll down the page to the section titled "Contact Info". In that section you will see the words "LJ User Messaging". Next to that it says "Receive messages from:" and then there is a dropdown menu where you can select from four choices. Select "Registered Users" and then scroll down to the bottom of the page and hit the Button that says "Save Changes".
If you still need help there are screenshots explaining it behind the cut.