You can change this in the Windows system settings. Windows will associate a default sound for new email notifications. Note: In order to receive notifications on Windows 7 and below you must keep your email client open, Change or associate sound with new email You will need to enable sound notifications on the email client and this setting is also shown in the screen shot above. You can also be alerted by a sound notification. When new email arrives you are alerted by a visual notification (usually) in the task bar. You can change this to a lower setting if you wish. The default for most clients is 15 minutes. On Windows Live mail go to File>options>mail>general tab and you can see and set the schedule,as shown in the screen shot below: However to avoid having to manually check for new email, email clients like Windows live mail will do this automatically. However internet email is a request based system which means that to get new emails you must request them from the email server.
Because of the importance of email it is important to many that they are notified when new email arrives.