Go to your my eBay page and click on the account tab near the top left of the page. Select communication preferences from the drop down menu. On the resulting page Scroll down to the buyer section and click om show at the right side of the buying activity entry.
On the resulting page scroll down until you come to the watch alert entry. Click on the drop down menu at the right side and select how you want to be notified. I use the real time option myself. You can now exit the page.
Let me know if this works for you.
P.S. you should also check the notification delivery format in the communication preferences section to make sure that you have the correct email address entered. If not,you can click on the edit link and enter the correct email address for eBay communications with you.