Hey Rob...
Microshaft yanked that non-politically correct, intrusive, demanding function and replaced it with the more aesthetically appealing (to whom?) notification area popup. You've probably seen the little window that pops up in your "system notification area" (the "systray") when you receive an email, IF that email is not filtered by any of the rules you have set up. Since I have over 140 message rules running on my setup, I rarely see that popup myself.
There are 2 suggestions I have for you.
The first is to make that pop up window stay visible longer, and not be so transparent. Go to TOOLS - OPTIONS... EMAIL OPTIONS, then ADVANCED OPTIONS and DESKTOP ALERT SETTINGS. Make the transparency ZERO and increase the display time. This is a good option if you don't have a lot of filters and rules.
The other thing you can do is try a free plugin called "TrayLook" from Pergenex. I've not used TrayLook myself, but many of my fellow admins seem to really like it, and they have asked me several times why I don't use it. TrayLook claims to watch ALL inbound messages, filtered or not, and alert you to messages either en masse or ones that fit only specific guidelines you set up.
Hope this helps! :)
Aaron