Confirmation Page

When a user registers using the form, there should be an instant confirmation on screen.

For example:
' Thank you for registering with our newsletter '
I am not sure if this is available or I am missing the settings for this.

I have set up powermessanger for a client and he has already phoned me saying he is having problems with his test registration. However his registration already worked fine. I am sure all other users will face the same problem. If they are still looking at the same form they just filled in after submiting it, they will automatically think something did not work correctly. I think this will effect credibality of the website. I know the system sends a thank you email, but user may not receive this email instantly unless they have their email program running, but even this is not a sufficient way of confirming a user that the registration is completed.

Please can someone tell me where is the setting and how do I set it up.

Many thanks