rdave13, I thought FE said you don't have to put the thread link in as it automatically gives him that when you use the 'Contact Forum Editor' link to use the contact form with the thread open. I haven't been putting thread link in.
I just tried the link to send a message to myself.
It worked perfectly, and the page I sent from (this one) was shown on the email.
That particular item in the message helps me enormously when it comes to deleting spam - If I'm notified from within a thread via the "Contact Forum Editor" link I'll get an email with a hyperlink to the page in question, and I can quickly do the deletion.