Using WordPress 3.0.1, Atahualpa 3.5.1. It does not send me an e-mail notice when someone posts a comment, pending moderation -- even though I have it set to do so for all comments under Settings> Discussion.

Any ideas what to do?

Many thanks!

Try with the default theme, then you will know if it is a theme or wordpress/server issue

Thank you very much, Juggledad. I disabled all Plugins, and the e-mail notification for posted comments than worked. Strangely, when I re-activated all the plugins (one by one), the e-mail notifications for comments continued to work, even after all of the plugins are now re-activated! So good news!