Geoff, check that your email address is correct and that you have notifications enabled. It is certainly working for me and should for you too.
Click the 'Profile' link at the top, then select the Modify Profile option. First, check Account Settings to update your email address if necessary. Then, choose Personal Messaging from under the Modify profile and make sure that you have the Notify by email option set to "Always".
Let me know how that goes. If that is all good, then check your spam filter on your email program.
Cheers
Graeme M