Login to your cp.cgi, goto Primary Settings, Email tab.
Verify that mail features are enabled in the CP, and submit, even if they are correct. Then try again.
Also, for the Moderator notification, you need to verify that you are in the list in the Forum Settings for those forums.
If you are still having trouble, and it is isloated to you, you will want to contact the administrator of the mailserver where your account is and ask them if they are filtering. Have them check to see if your IP is blacklisted.
