If you are searching for a nice system wide software to display notifications for Windows (like Growl for Mac) you will find Snarl (www.fullphat.net).
FireSnarl displays notifications using Snarl (has to be installed of course) for the all general notifcations and the states of your downloads (started, paused, finished and cancelled).
With FireSnarl 0.5 this extension now all alerts (like in GM-Notifier or in DownThemAll) in Firefox are captured. Just install it in Firefox, change some settings if needed and have fun.
Also available in this project is a Snarl-extension for Thunderbird called Thundersnarl for notifications about new mails and an extension for Pidgin to be notified about chat messages and buddys signing on and off.