It may be that the default reporting has been turned off and/or the Windows messenger service has failed.
It may also be that you currently have no updates....
In the case of the first two;
Go to Start > Control Panel > Security Center. If you have the popular tasks pane enabled (the bit down the left that lists other locations and information), one option should be 'Change the way Secutiry Center alerts me'. Make sure that the updates are checked.
- You may also want to check that automatic updates are enabled. Start > Control Panel > Automatic Updates and then check the boxes to ensure that they're enabled and at what time.
If it could be the MSMM, Messenger service; Start > Control Panel > Administrative Tools > Services (You'll need administrative privaliges for this....). Look for the service called Messenger - make sure this is enabled.
Finally, and as an afternthought. If your copy of MCE is not legit, you might not be able to contact the update service and thus not be getting any notifications.
Good luck!