Outlook 2000 Email Notification

I use Windows XP/SP2 Home version. When I open up Outlook 2000 and receive my emails I have it set to have a pop up to advise new mail has arrived. When I close Outlook I stiil grt the notification screen that I have new mail. This did not happen previously.
If I restart my computer and do not open Outlook at all I do not get a notification that I have new mail. Is there a setting to not get the notification after I have opened Outlook and then closed the application?
It is annoying especially if I am working in Photoshop or Pinnacle Studio.
Thanks for your help

I've noticed this after installing SP2 as well. If I close Outlook, it still shows up in Task Manager as running. Open your Task Manager, click the Process tab, Highlight Outlook.exe and press the 'End Process' button.

Thanks for the reply. I will do this. If anyone knows anything else to do please let me know.