You could also use Mailwasher. This sits in the system tray and alerts you of any new mail. Its other job is to detect (with your help) spam emails. You basically mark mail has good or spam, this in turn creates a whitelist (for the allowed good mail) and a blacklist (for spam).
Also, if you go in your sound settings you can change the sound alert Mailwasher uses to alert you of new mail. I'm a Sweeney fan so I have the opening theme tune to alert me of new mail.
There are two versions, one is free and the other is a paid for version, although the free version is more than adequate. I've used mailwasher for around 12 months and it works great.