WordPress Blogging By Email Not Working

Hi All

This is probably a dumb question as I am an inexperienced user
but I desperately need some help.

I have installed WordPress correctly and I need to post to my
blog via email.
At the moment the posts arent showing up. I get the message

There doesn’t seem to be any new mail.

when I log into

http://www.mydomain.com/blog/wp-mail.php

The Cron Jobs seem to be set up correctly but nothing is
being posted to the blog.

Any suggestions and remedies at all as to what I can do
to sort this out would be appreciated.

Regards

Fassers