They're part of every-day life in the software business: users or colleagues encounter problems, and they need some way to find solutions. Sometimes a quick email is the answer, but generally speaking, there should be procedures in place to handle these items efficiently and transparently.
At my day-job, we have an internal application called MIA, which offers a complete environment for running a software business. Aside from the more mundane tasks of accounting, billing and license keys, it also keeps track of complaints, incidents, modifications and releases.
There is a web interface where customers can enter their issues, the support team picks these from the queue and tries to resolve them; if necessary, these incidents are escalated to a software engineer, which can result in a solution or a modification. The customer can track the status of the incident and if development is needed and scheduled, the planned version is added to the display as well.
We have corrective, functional and structural releases of our products and depending on the type of incident, it will be resolved in one of the next releases. Overall, it is an efficient system that our customers appreciate very much - even if they may not always like how long it takes to actually implement the change.
Of course, the situation is a little different for Quartam Software. It is mostly a one-man-show - apart from the external accountant who takes care of the taxes, and some help for the other accounting duties, I take care of everything: sending license keys, answering support emails, developing new features and fixing bugs, plus the information requests as well as the consulting and custom software jobs.
Unfortunately, that means I can't get to everything as quickly as I wish. I do try and get back to people in a reasonable time frame, and try to offer patch versions when some big problem pops up and the next functional release is still some time off. Sometimes, I fail to meet my own standards. But I, Jan Schenkel, am the person to send emails to, for everything.
In a larger organization, that is simply impossible to do: the manager is there to run the business and ensure the commercial success while the operations run smoothly. When procedures are in place, they should be followed to ensure that every item is handled correctly by the designated person. Only when things don't appear to be moving or important issues seem to get ignored, should you go one step higher, and involve management.
But please don't do it for every item that crops up, and be willing to compromise. The customer may be king, but the guy with the compiler is not a serf.