Task Reminders not arriving in project server 2007

In Personal Setting i have enabled Task reminders for below:

• Send me a reminder   2 Days before my tasks start
• Send me a reminder  2 Days before my tasks are due
• Send me a reminder  Every Day about my incomplete tasks
• Send me a reminder when my tasks are   2 Days overdue

I am getting Task notification when a new assignement is assigned or the project tasks are modified, but i am not getting any task reminders (when tasks are over due in 2 days, incomplete taks, Due tasks before 2 days)

Can you please tell me if i have do any additional settings to get the task reminders.

Thanks,

Vivek