Outlook 2000 new mail notification

We have a group of users that all access the same mailbox simultaneously. I have configured their Outlook to have access to their personal email and this group email at the same time through the "Open additional mailbox" option. I also have the mailnotification message box selected and each one of them receives a notification from their personal mailbox, but nothing from the group mailbox. Is there a way to configure Outlook or Exchange so I can have them be notified when they receive an emailin the group mailbox?