Windows Mail plays the system new mail sound and the icon in the taskbar
changes color.
You can change the Windows New Mail sound, to a .wav file of your choice
that may be better heard. I use the old AOL mail sound.
Go to Start - Control Panel - Sound - Sounds
In the scroll box, go to "New Mail Notification"
in the Sounds box, go to where your substitute wav file is, test it, and
click Apply.