Growl is quite popular on Mac OS X for notifications and is beginning to catch on in Windows as well. We added Growl for Windows support to Chanalyzer 4 and Chanalyzer Pro for new networks and transmitters and are planning to add more notifications soon. Check out Growl for Windows at: http://www.growlforwindows.com
If you haven't used Growl it's been cloned by Tweetdeck, Pandora and a few other apps... there little popup messages look like Growl notifications. Growl is great, because it's a system-wide notification platform that all apps can register with and then send notifications to. This keeps things consistent and allows for some cool tricks... like forwarding New Transmitter notifications from Chanalyzer Pro to your iPhone (using Prowl, which is a $2.99 iPhone app).
After installing Growl for Windows, run Chanalyzer Pro and it will register with Growl. Then right-click on the tiger paw icon in the system tray and select Open Growl. Click on the Applications icon in the main menu across the top. Then select Chanalyzer Pro and configure the notification settings as you see fit... I recommend setting New Transmitter notifications to sticky when idle.
Here are screenshots of the Growl Preferences screen and what the Growl notifications look like on my computer.