problems posting blogs via email

Hi

I’m trying to set up the Post Via e-mail option but cannot get it working. Can anyone see anything obviously I’ve done/not done that is preventing this from working please?

WordPress Writing settings:
mail server: mail.[mydomain].com [my mail server address]
login name: [login as provided by my email host]
password: [as provided by my email host]
no other boxes or options ticked

I can send emails to the address I have set up and don’t receive any bounce backs or errors but also no posts appear on my blog or even as drafts!

Does anyone have any ideas please?