I had this problem when my phone stopped alerting me when messages came in.all it did was put a little envelope in the top right of the window. I took mine back to the shop i got it from and they fixed it. think its to do with the firmware.
this is what i got back from nokia.
>> Dear Mr Lee
>> Thank you for contacting Club Nokia Careline regarding your
>> 6600 not alerting you to a new SMS.
>> It appears that there may be a fault with your mobile. Please >> contact our
>> service point listed below for information on how you can >> >> have your phone repaired.
>> Name: Carphone Warehouse
>> Tel: 08707204405
>> Please don't hesitate to contact us again if you have any further
>> Yours sincerely
>> Nokia Service Professional
>> UK & Ireland Team
>> Club Nokia Careline