I have plenty of notifications that pop-up on my desktop.
It’s very convenient. I can take care of it right away, or go to it later; all without opening a browser.
Now, you can do the same thing with WordPress!
wp-comments-notifier is written in QT/C++ that alerts you when new comments are posted on your WordPress blog (works well with WordPress MU too). It displays an icon in your system tray to let you know if you have new comments. It also includes features that allow you to manage/reply/edit your comments directly from your desktop.
You can download it, grab the source code, and report issues, here.