Email notifications not working

I have a blog site set up, and I have checked the ‘Notify me via email if a new post is published.’ checkbox in the ‘edit user’ screen, however it is not working?
I have checked the spam box and there’s nothing, could it be a setting in the config.php file maybe?

Any help appreciated.

Who is your webhost? I ran into a similar problem and I found a SMTP plugin for wordpress. You have to setup an email address that supports POP and get the server name, username, and password to the email address inbox. I think this is the one that i used before: Easy WP SMTP. It works with Gmail, Windows Live, etc.