Blog Comments Email Notification and Approval

Hi,

Hope someone can help.

When visitor to my website leaves a comment on my blog 1) it posts the comment automatically on the site and 2) it doesn’t notify me by email that a comment has been made.

How do I ensure I am notified when a comment has been left? I also would like to approve it first before it goes live on my site.

In Settings-Discussion, my settings are;

E-mail me whenever Anyone posts a comment (this is checked)

and

Before a comment appears an administrator must always approve the comment (this is checked)

Many thanks