If you are not familiar with GROWL, it is an application which run on Mac and Windows and display messages on your system in a beautiful window. For example when Email arrives or FTP transfers completed or your new song begins to play etc.
The catch is that you need a system which will remain ON (live on internet) and your system will push notifications to your iPhone and iPhone will receive notification through PROWL Application on your iphone.
You need to register at PROWL server which is FREE.
How this works:
Your system sends any notification through GROWL to PROWL Server. PROWL server push notification to your iPhone through Apple PUSH Service.
For detail instruction how to setup this on Windows:
http://cybernetnews.com/push-gmail-iphone/
and for MAC
http://lifehacker.com/5309573/set-up-push-gmail-on-your-iphone