If this happens, remove your mailbox. This does not mean the filter will not work, it does mean that after running these tests you will need to reset your mailbox. This should result in a new mail message being delivered to your mailbox. If the above tests have completed sucessfully, then the script is probably functioning correctly. However, there is always the possiblity that something is wrong.
Most people use their .forward file to send their mail to another address.
By using the pipe symbol and the full path to the script, all incoming mail is piped through the NAGS mail filter. If you do not do this, it is possible you may lose email that is sent to you. It is better if you can do this from another account so you can see what the error message is if it doesn't work. Unless your ISP is really slow, you should receive it within seconds. If this does not work, you need to have mail sent to your account from a different address.