I've been using ZONE ALARM JUNK MAIL with Microsoft Outlook  because OUTLOOK
lets pass quite a lot of  spam (even after updating). The problem is that  
when I get mail that goes to the Zone Alarm Junk mail folder, the icon which
that advices me that I have mail appears in the ...

I have WinXP Pro SP2 with Outlook 2003 and just installed MSN's Outlook
Connector.
The email account does NOT have advanced settings that other MAPI-like
accounts would offer.

I have just started using Outlook 2003 again, after briefly flirting with
"Incredimail".
The only thing I miss about Incredimail is the fact that the "new mail
notifier" stays on the screen until dismissed, or the inbox is opened.