As described in this topic (http://www.gravityhelp.com/forums/topic/form-entries-not-saved), Notifications are not sent out correctly because of another Plugin: Sermon Browser. Field entries are not being saved. You see there are new messages (because of the number), but somehow they aren't being shown and it always is "There are no notifications..."). I would be glad if there could be a solution for both plugins not working with gravity forms. Someone has to make the first step :-(