Feed-burner set up question

[jimeverhart]

feedburner.jpg (47.67 KiB) Viewed 4812 times

I get the feed does not have email subscriptions by email enabled.
It allows me to put a email address in and hit submit but I am familiar with getting a email telling me that when new content is uploaded I will be notified. I am sure there is a check box I have missed but I cannot see it for looking for it. What did I miss?