So, you might have paid Go Daddy to register it until 2011, but in reality they can only register/renew it with Nominet for 2 years at a time. You are therefore relying on Go Daddy to renew it for you again now (2007) & 2009.
Go Daddy will either have the name configured to "auto-bill" or "next bill" (see here for definitions [nominet.org.uk...]
Auto-bill means it is automatically renewed every two years and Nominet send Go Daddy a bill for renewing it (currently £5 + Vat for 2 years, for members of Nominet).
Next-bill means Go Daddy has to send Nominet a "positive renewal request" before the domain expires. If they don't, the domain doesn't renew.
Unlike .com addresses, it's quite hard to loose a .uk address as Nominet try everything in their power to get in touch with you - hence the email to you now (so make sure your contact details are correct) and they don't drop the name for at least a couple of months - giving you plenty of time to realise that it's stopped working.
If Nominet has emailed you, then it sounds to me that your domain has already passed it's renewal date and Go Daddy have not renewed it. What is the current renewal date for your domain as shown on whois at nominet.org.uk?