If this is happening to you its probably because you are using an aol email address. AOL will not accept email addressed to the same person it is being sent to. All of your email is sent from the email you have listed as your contact email address so if you use the same email address for your notifications it will not work through AOL. We suggest using 2 different emails, one as your store email and one as the notification email, or use another email service besides AOL.
If you are not using AOL and you are not receiving the notifications please check to ensure that your email address is entered correctly and that no spam filters could be blocking the email from reaching your inbox.