First of all the answer is yes, but there are 4 easy steps you need to take:
When you first create your widget: First click on "widgets". After that click on "Select this Widget" under the title "Ask a Question Widget".

You will then get a screen where you can insert your blog/website's URL.
After that's done, Click on " My Settings". There, you can choose "Your Blog/Website" under "Contact Information".
You should then get a screen where you can claim your URL. Put in your blog or website's URL and its name.
On the same screen mentioned insert your email address.
For the last step, under "Settings", click on "Invitations and Notifications". There, make sure "Send them all my way" is checked.

Hope this helps you out. Enjoy.