Hi. Yes there is a program or software you can use - it is called Gmail Notifier Plus. Do the following:
1. Go to google.com and type Gmail Notifier Plus Softpedia
2. Click the first result link
3. Choose any of the US/Uk download mirror link
4. Choose to save or run/install (save or install directly)
5. Launch or open the Gmail Notifier Plus
6. Click on the plus sign in a circle and typein your Gmail email address and password in full and click Save
7. Change the frequency under 'Check every...' if need be and click Ok when done.
You should be able to receive alerts or notifications from then on!