Go to your CP, click on Primary Settings. Choose the Email tab. Check the following:
- Board Email Address
- Registration Email Address
- Enable Mail Features is checked
Submit the page.

Click on Registration Settings on the Left Side.
In the Basic Options tab, make sure that the Send Admin Mail upon Registration? is checked and submit the page.

Test to see if it works. If not, see if you get an error message from the UBB.