Have you read http://support.microsoft.com/?kbid=304148 ?
"Overview of the Mail Notification Display on the Windows XP Welcome Screen"
You can turn it on/off with that info.
Bob
Something appears to be wrong with my Windows Messenger... I have tried uninstall and reinstall and the problem still exists...
When I log into Windows I get my normal notication "you have X new messages" but while I am working if I receive another email I don't get any notification at all.... It didn't used to be like that.... As soon as I received an email I would get notified but now I don't know unless I manually check it.
Anyone know what the problem is?

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