I (or more accurately my daughter!) have been speaking to AOL for 30mins about the same problem of not receiving auto e-mail notification. We too are on Windows XP, switched to broadband AOL 8 from narrow band and have not received auto notification since (other e-mails (auto generated and ad hoc) are coming through)!! Would someone at RHP technical help discuss with AOL - we too have checked controls, security blocks, preferences etc. and all is fine.
Very confused and frustrated!:'(