By default, Outlook 2010 shows a New Mail desktop Alert when you get unread messages; the alert below is the generic one that appears after each email displayed its own:
To configure your new mail alerts, click on File (top right), and select "Options".
From the main window, click on File and choose "Options".
Select "Mail" on the left and scroll down to Message arrival on the right.
To disable desktop alerts, uncheck "Display a Desktop Alert" (see "hide the new mail icon").
To customize it, click on the "Desktop Alert Settings" button:
Move the Duration slider from 3 seconds (shortest, left) to 30 seconds (longest, right).
Move the Transparency slider between 0% transparent (solid, left) to 80% transparent (clear, right). Anything below 20% will hardly be noticeable in many cases.
Note: to reset to default options, pick "7 seconds" for duration and "20%" for transparency.
Click on the "Preview" button to test a sample new email notification with these settings.
Click "OK" to apply, and "OK" once more to return to Outlook.