Also, make sure your email has been Verified. You can confirm this via your Dashboard: https://accounts.secondlife.com/change_email
Look for the word 'verified' next to your current email address. If it isn't there, have it resend the verification email and then confirm the email address via the link in the email that LL sends.
Besides verifying your email address in your Dashboard/Change email, there is a box to tick for I would like to receive offline IMs via Email. Save after ticking the box.
