If your using V6.X, the reports and other notifications are always sent with the from address of do-not-reply@fw-notify.net. First couple of things to check in my mind are that the emails aren't getting caught up by spam filtering on your mail server and then whitelisting the above address as a trusted sender.
I am using ASG-220 with V-7.005. I want daily executive report therefore i've mention email id on Reporting => Executive report => Configuration => Checked on daily executive report => "x@mycompany.com"(Email id where i want to receive report).
About notification : Management =>Notification => Global -- Email id at notification recipient. and Management =>Notification => Notification each and every events marked for email notification.