I spent so much time figuring out how to configure Notifications in SQL Server 2005 job. One of the properties that can be enabled in a Job is "Notifications", when the job succeeds or fails or completes. I wanted to know when the Job I setup fails and so I set it to my E-mail as well as "When the job fails". But one thing about SQL Server Management Studio is that it doesn't tell you if you're lacking some more configurations. I wished it prompted me that I needed to do some other settings for it to work. Anyways, below I just wanted to outline what I did to make this work.
Thank you for those who wrote the posts I followed above.