I'm a little confused - you mean, if you receive a reply on the forum, you're notified in-game?
If that's the case, it'll be a little hard: Forum and game server are on different computers (different continents, even), so polling (server asks forum) is pretty much out of question, and pushing (forum tells server) is kind of messy too.
As a workaround, SMF does have an e-mail notification (and you have an e-mail, right?), so it could tell you that you have new replies on that way. I currently disabled it, because SMF does not support STARTTLS, so I'll need to spend an hour or so adding that into their current queue (or set up a local MTA).
Anyhow, let me know what exactly you mean, so I know if we're talking about the same thing.