Do other system alerts work?
If not try this (you forgot to say what iMac and version of OS X you use):
Resetting the SMU on a G5 iMac:
and on resetting the PMU on a Power Mac G5, G4 and G3 :
Resetting the SMC (System Management Controller) on Intel-based Macs:
Resetting your Mac's PRAM and NVRAM: