Outlook - Alert box for non-Input folders

When a new email arrives Outlook (2003) apart from displaying an envelope icon on the notification area, displays an Alert (translucent). This settings seems to be applicable only for the "Inbox" folder.

I have rules setup to move emails to different folders. And I don't see the alerts for these emails.

Anybody know how to configure outlook to display the above for other folders - i.e. display email for all incoming email?

thanks