There are a few different e-mail related options in the preference area of your profile. They should all be working properly. Double check and if there is still a problem let us know. I'll be checking to make sure there isn't anything amiss on this end.
If you were "watching" topics before you turned this feature off, simply choosing no on the preferences form may not have unsubscribed you from topics you were previously watching. To get rid of those, use the link in the e-mails that have been sent to you or use the "topics being watched" section in your profile to remove them manually.