If you are both a Manager and Employee in this account, your name
appears twice in the "To" list for who the Employees are sending their
messages.
So if they choose your Employee name instead of your Manager name in
the list then it will be sent to your Employee messaging section.
You can ask that your Employees use the "Send a
message to my Manager" link off their home page where the "To" list for
the message will only contain your Manager name (not your Employee
name).