philosophy chic

Most universities, at least the ones that are part of the CGS (council of graduate schools), have an April 15 deadline, meaning that a institution cannot ask for your final decision before that date.
If you applied for a PhD program, then you're probably being considered for funding even if you didn't specifically apply for a fellowship.

As for the response....I do think that it is appropriate to acknowledge that you have received the email. You may also want to ask if you could email a current student with some questions (most likely about the atmosphere of the department and city, living expenses, accessibility of professors, and anything else you want to know about living wherever the school is located - public transit, international food, etc.) and some professors about their current and future interest (if you would like to hear about your department's research in more detail).
So maybe something roughly like:
Dr. Smith

Thank you for the wonderful news. [comment on anything relevant in the email. most emails include something about an accepted students day, which you could mention that you would be able/unable to attend, and some ask about calling you to discuss something, what the best means of communication is, etc].

If possible, could you place me in contact with a current student? I would like to ask him/her a few questions about the campus and surrounding area. I also would be interested in contacting a few professors to discuss their current and future research plans.

[add any questions you may have for the person who contacted you about the program]

Regards/Cheers/Best/whatever salutation you would like
Your Name

I am coming from a humanities background though, so things may be slightly different in your field. I don't imagine it would vary too much, but you should definitely look at others' suggestions as well.

Hmm yeah I disagree. There's no glory in being accepted without funding if you can't afford to go. The point of this whole process is not merely to collect acceptances, but rather to go to graduate school. Grad school can put you over $50k in the whole, and it's the rare applicant who's not from a privileged background who can afford to pay that even after taking off a couple year to work.

I hate the cold but am stubborn enough to grin and bear it for something that I want (like a PhD from a great school). It all comes down to what you can tolerate for something you want. Complaining about the University of the Virgin Islands lack of a stellar graduate program is still perfectly acceptable though.