Notification blog review not sent to admin

Hi,

I'm having a little problem with receiving a notification email when a new blog has been submitted for review by admin. I did this:

Set up notification email in backend
Use Custom Email as Admin Email set to yes
Send emails on page load set to yes

I can see 'New blog post pending review' has been sent to supplied email address but it hasn't been delivered. I tried 2 email addresses.

But when I got to backend and approve a blog, the blogger does get a notification that the blog has been aprroved. So email is going out. Only not when a blog has to be reviewed by admin.

(maybe cronjob is better, but could you help me setting up that? maybe notification to admin works then?)