I'm not sure where it came from, but I have an item on my today screen that does exactly what your asking about. It alerts if anything shows up. Otherwise you tap the icon on the right side of the control to cycle through missed calls, emails, sms and mms messages. Setting - Personal -Today - Items - Messages/Missed Calls ...... is where I can turn it on/off. If it's not something that came on the phone, it may be part of Spb Pocket Plus that I installed.