By default filters are not configured to e-mail a notification if they fire. In the SMS under Profiles, IPS Profiles, Shared Settings, is the Action Sets tab. Those action sets can be assigned to a certain filter(s) but you have to enable the e-mail function on that certain action set. For example, double clicking on the Block + Notify action set and then choosing Notifications will allow you to configure e-mail there. I woud recommend that you don't modify the existing Block + Notify action set though, instead create a new action set and assign it to a few filters you want to monitor. That will keep your notifications down to a manageable level.