Only thing I can think of is that if you click too fast on one of the tabs in your profile it doesn't always change. Wait for it to load, click 'email and private settings'. What does it say under 'Gamertag?' As Woody's post says, if you're using a different Live ID here to what you're using on your Xbox it wont work.
EDIT: Ignore all I wrote above.
The only thing worse than beating a dead horse is betting on one.