In this post of Corey Schuman you will learn some interesting facts around one of the new additions to Silverlight 4 - the NotificationWindow.
This type of window enables you to show a System notification much like when you receive an Outlook new mail notification or a Growl notification in OSX. Since it operates like a system message, this feature is only available in Out of Browser (OOB) scenarios.
This example shows how to instantiate a NotificationWindow, with the resulting application like the below screenshot.