You need Growl notifications.
If there’s one utility that should be installed on every Mac, it is Growl. Growl provides a unified system notification interface. By itself, it does nothing. But it allows all other apps to interact with the user in a clean and consistent manner. Growl is inherently Maclike, as it creates a consistent, attractive and unobtrusive way to let you know what’s going on with your whole system.
Growl settings are almost too customizable, allowing each user to define exactly how notifications should appear and act. Notification styles range from small bezel windows to giant marquees to synthesized speech. Notifications can even be enabled, disabled or customized on a per-application basis. Check out some of the stock Growl themes. If none of those quite do it for you, choose from an extensive collection of third-party skins, or even create your own!
But just because you can tweak it doesn’t mean you need to. Apps that use Growl “just work” out of the box. Once you install Growl you will be surprised how many of your applications already support it. The list of applications currently supporting Growl is huge: everything from download notices to incoming messages to update notifications are delivered via Growl. Growl “Extras” also exist for Mail.app, iTunes, hardware notifications1 and lots of other system apps.
Get Growl here