Do you mean something like a RSS feed thatsalways open in your resources down by your clock? Once a new feed comes through the icon starts blinking? Winsock would be the most effective way to go, unless you used an http server to transfer the messages, but you still need a client.
I tried one time using like Hapy said a http server, used asp but didnt work i got the files here somewhere on my old computer but my old computer isnt hooked up its under alot of junk if i ever get the chance ill dig it up and give it to you... the problem i had was when i made it i made it have to login with a gm account and i couldnt figure out how to get into the hotuk and recongnize a gm account, it kept saying "This account is not a adminstrator account" so yeah i was getting somewhere though