This is more feedback than anything else since the easy solution is not to set up a post like this. And I am not sure if it is WordPress issue or a hosting email issue, but here is what happens:
If I have a post that happens to have a title that matches some or all of the category it is in. For example a post titled, "Wordless Wednesday 2-13-2007" is filed in the category named "Wordless Wednesday". The notification email should come with a link in the email text like this: http://yourdomain.com/wordless-wednesday/wordless-wednesday-2-13-2008/#comments
What happens about 1/2 the time is that the link drops the category and arrives like this: http://yourdomain.com/wordless-wednesday-2-13-2008/#comments
Then clicking on the link gives you a not found error message.