Just the other day we setup a client with a delegate mailbox so she had two inboxes in her Outlook profile. Problem is, the pop-up notification only works with her primary inbox, not the other one. There are a bunch of hacks out there using VBScript and Win32 pop-ups, but they're nothing like the Outlook one (can't click on message, for example).
Instead, Microsoft puts their money behind such memorable hits like, "Where'd My Message Headers Go?". In Outlook 2003, you could right-click on the message and go to Properties. In Outlook 2007, it was right-click, Options, now it's under the abysmal Home Button thingy > Options, and you have to have the message opened to do. I'm sure some fanboi is going to jump on here and tell me of some other way to open it, but the point is, I don't want to learn new ways to do the same thing; we spend enough time in IT learning new technologies that UI distractions like Microsoft fobs off on us are unwelcome and counterproductive.
IF I HAD A MINE SHAFT, I don't think I would just abandon it. There's got to be a better way. -- Jack Handley, The New Mexican, 1988.