can't see the pop up messenger window

[Ann]

I want to use the Net send in SQL server to send a
message to my windows XP workstation.

I send successfully to another workstation window 2000.

But When I tried to send to my computer a windows XP
(recently just upgraded from windows 2000), I cann't see
the network pop up on the computer,only can hear a beep
sound. The messenger service is started on it,and there
is a windows messager icon in the system tray.

Thanks for any suggestions and ideas.