comment notifications

I’ve checked the forum, but there’s nothing related to the version of WordPress I’m using.

Basically, I don’t get an email whenever a comment is posted. I’ve just done a fresh install with the latest of version of WordPress and it’s the same thing.

In the Discussion bit, here’s what I have. A tick next to each of these:

E-mail me whenever:

* Anyone posts a comment
* A comment is held for moderation

Before a comment appears:

* Comment author must fill out name and e-mail

What am I doing wrong? Please help.

Thanks!