Wait - I might have figured it out. But am getting bombarded with emails.
I changed the Alert Rule to:
Class: SettingsChangesEvent
Conditions: username = MYUSERNAME
And when I make changes to the Firewall, they are recorded in the All Settings Changes report and I'm getting an email for each one. The emails are flying now - too many. I tried setting the frequency but that didn't seem to do much to reduce the number.