Using the function "Schedule Request Set"

The ability to request notifications only when the job ends with a warning or an error appeals to me. I have added the Schedule Request Set function to a menu and have submitted a request set using it.

It seems so straight forward but I cannot seem to get the hang of how this works. Is there any documentation?

I have submitted the request set and unchecked the Normal box for notifications. I get a notification for every normal completion. The request set runs every hour so I only want to know if there was a problem. Is there something else I need to do to get it to only send a notification for warnings and errors?