Subscription Notifications Sent as E-mails

I am researching the features of KM, and looking specifically at the Approval Process and Subscriptions. I enabled the approval process, and set up a subscription that should send me notification anytime anything is done in the folder. The subscription is set up to send me an e-mail (Channel: E-Mail Address), but the notifications are only showing up in my UWL, I'm not getting any e-mails. I have maintained my e-mail address in my user profile in the format myname @ mycompany.com. I also have a system set up to our company's e-mail server, so I can click the context menu of a document, select send-to, and I can e-mail myself a document without an issue.

What am I missing to get these notifications to automatically send to my e-mail?

Thanks,

Owen