I had to create a 404.php file and add ErrorDocument 404 /index.php?error=404 to my .htaccess file. I found the Codex article on creating custom 404 pages useful.
I don’t know if this will help anyone, but I upgraded from 1.5.1.3 to 1.5.2 and email notification stopped working until I went to my WP Dashboard, logged out, and logged back in. Then it started working again.