It is a quick and easy project to do, provided you have the required stuff.
Step 1: How does it work?
The first part is a small program that turns on or off the LEDs that are on a parallel port using inpout32.dll. The program hosts a tiny server that its one and only purpose is to understand HTTP requests.
The second part is a Greasemonkey script that detects when you have a new notification/message.
If you have a new notification or a message, the script will request a URL from the server the program described above hosts, and the program will understand the URL, and will start blinking the requested LED.
After you read your new notification/message, the script will request the same URL as before, which tells the program to stop blinking the LED.