Reset password message not arriving

My blog is not accepting my login password, so I clicked the “Forgot your password” link. It gave me the choice of entering my username or the email address registered to the account.

I entered my email address and clicked the confirmation link. It accepted the address, but no email is appearing from wordpress into that account.

I know the address I entered is valid because I successfully sent a message from my own email client to that same address. Besides, WordPress tells me if I enter an invalid address. How can I retrieve this password?