Turn off email notifications

A request has been received from someone who has been marked as a spammer by the Stop Spammers plugin.You are being notified because you have checked off the box on the settings page indicating that you wanted this email.

I keep getting the message above. I cannot find this setting to turn it off as there is not clearly marked “Settings” section from the menu. I searched all the sub-menu items but can’t find it. Can you let me know where it is?