There are a number of things that could be going on. Are you able to receive any emails from WordPress? e.g if you try and do a password reset, do you receive any email notification? If not, I would start by checking if the server that is hosting your WordPress blog has been configured to send out email. This may come in the form of an application or a PHP function. If the Email facility exists, has it been configured to allow WordPress to send out Email? It could just be a permission issue. If everything is configured correctly, look at the server mail logs if possible and try and see what happens when an email is sent. I hope this helps, like I said, it could be any number of issues but I would start with these suggestions.