By any chance, is your email a hotmail? I think I remember there being a problem with emirates/skywards emails not reaching the recipient. I don't remember if I got an email when i first signed up for skywards bc of how long ago it was, but usually most airlines do send a confirmation when you sign up for their FF program. If you don't have a hotmail, just give skywards a call to make sure it went through all fine.
-ek202