To set notification for new items:
Ensure that Notify is running.
Right-click in the Windows notification area, and then click Options.
Click the Notify tab.
Select the type of item that you want to set notification for.
or
Select Use same settings for all types to use the same settings for all items.
Select the Notify options for high priority, standard priority, and low priority items:.
If you select to play a sound, click the folder to browse to and select the sound you want Notify to play.
Click OK.
In order for the notifications to work, ensure that you are subscribed to the Notify options in Tools > Options > Security > Notify.