Windows Live Hotmail currently does not have this feature. However, we appreciate your time in reporting this to us. We are constantly making efforts to further enhance our service and your feedback is very useful to us in this process. We have taken note of this and forwarded your suggestion to the Windows Live Hotmail Product Development Team. They’ll review this suggestion and consider them for future releases.
In the meantime, I suggest that you sign in to Windows Live Messenger. This program also has a feature that can notify you if you have incoming messages. For more information, I suggest that you contact their support team. To get in touch with them, please do these steps:
1.Go to https://support.live.com/default.aspx?productkey=wlmessenger
2. Click on the version of messenger that you're using.
3. On the left panel click any FAQ (Frequently Asked Questions) link.
4. On the lower right corner of the page click “Get more help”
5. Click “Get support”
6. Complete the e-form and then click Submit.