I experienced this very sort of thing on my first attempt to purchase BTC with USD, but in BTC-e. Several times edited the rule (while disabled) after the first failure and re-enabled. This resulted again in a beep-notify, rule status claimed done, no order opened, no transaction completed.
Amount was around $10, rule was for spend all @ Buy Price, triggered at Sell Price being lower than specified. Had to log into BTC-e and place order manually.
Same issue, "spend all @ Last Price", rule is well triggered in "done status" but nothing happens. (on BTC-E)
The opposite rule "sell all @ Last price " works 100% fine.
Manual buying works fine.