Whenever I'm working on listings I have e-mail minimized on the screen. Every now and then I'll scroll my mouse over to check the new message count.
Every time it goes up by a qty of two I get a little excited... another sale, perhaps? ( 1 confirmation from eBay & 1 payment notification from PayPal.)
Then I open the window to see it's 2 notifications for items that just ended without a sale. Such a bummer.