Supposedly you can do this on windows with the growl for windows javascript API:
http://ajaxian.com/archives/growls-for-windows-and-a-web-notification-api
Your users will have to install growl though.
Eventually this is going to be part of google gears, in the form of the NotificationAPI:
http://code.google.com/p/gears/wiki/NotificationAPI
So I would recommend using the growl approach for now, falling back to window title updates if possible, and already engineering in attempts to use the Gears Notification API, for when it eventually becomes available.