Alerts Do Not Work For Error Numbers - Why

I'm unable to get an alert to fire for Error 2627, Primary Key Violation. I have followed BOL's instructions for creating an alert, which appears to be nearly identical to 2000, however the alert will not work. I can see the error number in a Profiler trace along with the Severity number. I've also tried creating alerts for other error numbers and had the same result. The BOL instructions are as follows:

To create an alert using an error number

1. In Object Explorer, connect to an instance of the SQL Server Database Engine, and then expand that instance.
2. Expand SQL Server Agent
3. Right-click Alerts and then click New Alert
4. In the Name box, enter a name for this alert.
5. Check the Enable check box to enable the alert to run. By default, Enable is checked
6. In the Type box, click SQL Server event alert.
7. In the Database name list, select a database to restrict the alert to a specific database
8. Click Error number, and then type a valid error number for the alert
9. To restrict the alert to a particular character sequence, check the box corresponding to Raise alert when message contains, and enter a keyword or character string for the Message text. The maximum number of characters is 100

What am I doing wrong?

Thanks, Dave