Doesn't work

I've installed it, I see the checkbox upon replying to a comment, I see the checkbox in my user account and it just doesn't work. When I have a comment with the checkbox checked and another comments comes after, I don't get an e-mail. I don't understand why.

Note: I'm running Drupal 5.5 and didn't do the patch mentioned in the install because I don't know how to do that. I don't have shell access to my server.