Email applications (like Vista's "Windows Mail") often give you the ability to make a list of "good" addresses you'll accept email from and "bad" addresses. The bad ones are diverted directly into a directory that can be called anything, like "spam page" for example.

They are suggesting that you aren't seeing their email to you in your normal input box because you've got the kind of email setup that puts "bad" addresses into a hold list. Look at the different folders in your email application. I've got one called "Junk E-mail" for example. No telling what yours might be titled. And it's not for sure that you have one.