Notice Envelope not showing up

[Kathy]

I have a strange problem in Outlook 2003 and not in XP or
2000. When new emails arrive the notice window pops up
for a few seconds and dissappears like it's supposed to
do but the little envelope icon does not appear. I've
checked under tools, options, email options and advanced
options and the show envelope check box is checked. Has
anyone else had this problem or am I missing something in
the configuration????

Thanks
Kathy