Though I do not understand the kind of alert you are talking about try this: In Alerts & Sounds category of Preferences (In the Messenger menu at the top of Y!M) choose what kind of alert you want when somebody sends you an instant message. The choices are Alert me by: Flashing the message window or by Playing a sound. When done click Apply and then go to Messages Category.
There is another type of Alert there under "When I receive a new message." Choose Show the Message Window and Show messages from background windows at bottom right of Screen. Click OK. What that last one will do if you have minimized it or are working on something else and Yahoo Messenger is not in focus, you will see a notification by your clock that you have gotten a message and it will even show what is typed.
Hope this helps you.
