It shouldn't take more than about 30 seconds to receive the mail, so something went wrong. Here are some things you can try:
1) on your new forwarding address, make sure that spam filtering didn't prevent the confirmation message from getting to you -- it will have been "from" info at spamgourmetdotcom (but in the form of an email address - you get it -- can't type it out here or the harvesters will pick it up).
2) to try again, try setting your address to something else -- maybe
test@example.com, and then setting it back to what you want. That'll fire off another message.
3) if that doesn't work, send a message to info, and we can proceed manually. If I find I can't reply to the message you send (probably for whatever reason the system can't send you a message, if that's what's going on), I'll post about it here.
josh