After a bit of experimenting I finally got diary-mail-entries to actually mail me diary entries.
My problem now is with midnight-mode.
I copied what I found in the EmacsWiki into my init file, changing calendar to diary-mail-entries:
(require 'midnight)
(midnight-delay-set 'midnight-delay "4:30am")
(add-hook 'midnight-hook 'diary-mail-entries)
My problem is, not only do I get email at 4:30am but each and every time I start emacs.
If anyone knows what I may be doing wrong or how to correct this I would appreciate it.
Thank you