Notices

Remeber (when SMS'ing to yourself) you have to switch off all the SMS applications before you recive the SMS, otherwise you don't get notified, because the application recieves your SMS and treates it like it's been seen already.

I restart the phone and call my self from my land line didn't try sms and notification still don't work.

Finally it WORKED for me! ;-)
But:
1. Updated. I didn't get neither SMS received sound nor LED blinking notification. I only can hear the sound of CallNotify reminder beeping. In status I can see icon for sms(at last!). There was no indication for SMS left top corner, nor yellow note on desktop. I couldn't acknowledge alarm and turn it off. Had to go to "Conversations" and when I opened it alarm stopped(as expected).
2. Rebooted phone. First SMS there was only LED blinking and CallNotify alarm. Second SMS - CallNotify works as expected. Third SMS and onwards - again no notification.
So definitely there is an improvement, but still inconsistent operation. Keep it going - you are almost there! ;-)

PS. After killing hildon-status-menu I get notifications. Will have to see for how long.

I don't think it will stop. I think that we've passed the last hurdle, which was the missing dependency.
From my experience with this app, it should work as expected from now on (unless I'll screw something up in a future version ).

@neof1z, try from terminal as root:
killall hildon-status-menu

If it doesn't work after that, try uninstall and reinstall.

You can also try this test to check for any other missing dependencies.

But it stopped. SMS from your answer didn't produce any notification. No status menu icon, no beep.

SMS from my answer? Do you get SMS for forum replies? Or is it just email? Because there is no email notification...

I get e-mails, but every new e-mail in INBOX produces SMS via e-mail to SMS function.

for me it works fine THANKSSSS

testet avec sms

Sorry, I'm not familiar with the email to SMS function - is that something you get from your email supplier? Or is it build-in to the phone?
Anyway, if you have the conversation app open while you receive an SMS you won't get any notification.