First, I'm moving this to the website forum. You'll get quicker answers to questions like this there because I always check that forum first thing when I get online.
There are several things that could be causing this. If you are using the quick reply feature to reply to threads that doesn't sign you up for email notifications. You have to do a regular reply for it to check your settings and sign you up for notifications if asked. That's a function of how php works - if it checked your settings when you did a quick reply it would make a huge increase in the load on the server because every time someone looked at a thread it would be close to as if they were replying. What you can do if you want to use quick reply and get notifications is after it returns you to the thread click on "subscribe to this thread".
The 2nd thing that could be happening is that your ISP could have a spam blocker that is trapping the system notifications. That happens ALL the time. Try checking your spam folder and see if they are there - if they are most ISP's have a way for you to tell them to let emails from us through.
-Steve St. Laurent
Webmaster