If you haven't heard already: Barnes & Noble is buying the Borders database. However, you have the option to opt-out of the data transfer. It's a 2-step process, and I was frustrated recently that I wasn't getting the second-step email. But, I figured it out, and I thought you might find the information to be useful - especially since you only have until November 2nd to opt-out.
Step 1: Go to http://www.bn.com/borders and enter the email address that Borders has/had on file for you. In theory you should have received an email with this info, but if not, there ya go.
Step 2: When you receive the confirmation email, click on the link contained within to confirm your opt-out selection. Failing to do this will almost certainly negate your effort in Step 1. You should get the confirmation email within a few minutes. If you don't, then it's time to do some sleuthing, which is what led me to write this post.
Are you a Google gMail user? If so, then login to the web interface and go to "All Mail" and see if the message is there. For some reason, gMail seems to be filtering out the confirmation message, preventing it from showing up in the main Inbox.
If it's not there, or you're not a gMail user, then the other likely culprit could be your spam filters. The emails appear to be coming from "borders@e.borders.com" with a uniq'd reply-to address that goes to "support-[some-random-string]@e.borders.com." You might need to add "borders@e.borders.com" to your allowed list or some such thing, depending on how your spam filter behaves.
Still stuck? That sucks, and I'm out of ideas. Maybe try submitting the request again to make sure you didn't typo your email address.