Since you didn't mention the site, I assumed you were talking about http://littlestreeworks.com
My above comments/suggestions were geared towards that blog.
"# Have you enabled dashboard support on the form settings page (under 'Core Form Admin / Email Options')"
I am not sure where this is. Is it under one of the cforms tabs, because I cant find any cform in my dashboard.
yes. there should be a cformsII main menu item (after plugin activation)
"Have you turned on DB tracking ('Global Settings')"
I am sorry, but not sure what you are referring to here.
DB tracking you'll find under cformsII -> Global Settings
EDIT:
when you said 'on the dashboard' did you mean the dashboard per se or the general "admin area/menu"
EDIT2:
just noticed that you must activated it properly, because it is writing proper headers (in your HTML).
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please also visit the cforms-forums