How to get warning if there is an e-mail?
Uncheck the "Notify Once" option in your GMail account settings and you should get a notification for every new message.

(Specifically: Menu -&gt; More -&gt; Settings -&gt; Notify Once)

Edit: Apparently older versions of GMail do not have this option, in which case you would actually need to try a third-party app such as GMail Notifier.