Give this a try:
Under "edit my subscriptions" when you scroll down you'll see an option for auto-pausing. By default, auto-pausing is on. What this means is that when you log off of the site or become inactive for a period of time, you stop getting all immediate updates. You'll get one immediate update per forum per day, and your regular daily digests, but not every single immediate subscription. This was added to keep users from being overwhelmed with email when they aren't on the site, like checking their email and having 150 updates after they've been offline for a few hours.
Try turning the auto-pausing off and see if that corrects the issue.
cheers joe - I'll let you know how I get on :)