I think you're confusing alerts and reports (both of which are available in DPM).
The point of a report is to give you info on the status of the server, for instance a recovery point status report to show that you have successful recovery points each day.
Alerts, which is what you're referring to are simply to tell you when something goes wrong, but that's completely different. Rather than going into Reporting (which I'm guessing is where you're looking), go into Options (at the top), and then on the Notifications
tab you'll find settings to configure alerts.
Personally I don't bother with alerts, the reason being that invariably some backups will have issues throughout the day, but most of them are transient, eg the next time DPM tries the backup it will work fine. If I got an alert every time there was a error
I'd never stop chasing them, even though most of the time the issue will be resolved the next time the job runs (keep in mind we have a LOT of backup members). If all backups for a item fail during the course of a day then it's an issue, so I find a report
makes it easier to see those jobs that have a real issue that won't self-recover and that need my attention.
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