Okay, as far as logging in: Before you do this, make sure you have your password handy or haven't forgotten it. Log out and then log in, enter your username, enter your password, check REMEMBER ME. Now when you're done for the day, don't log out! If you have cookies enabled when you come back to the Hill you should already be logged in.
I only have New Friends Request and New Forum Replies checked to receive email. I figure that I will know immediately upon clicking on My Account if I have comment alerts or new messages, so I don't see the reason to reason emails on those (just fills up the mailbox).
Your Privacy Settings look good.
Let me know if you are still having problems with the log in.
To reply to someone who has posted in a Forum topic, you click on the Quote on their post and that way they will be notified if they have email set for Forum Replies.