In the Tools menu, select Rules and Alerts. Select the rule that moves the email and then click Change Rule. Click Display in the New Item Alert window.

Outlook will then let you enter your own alert message...

This actually pops up an "alert window" when the email comes in showing who it's from and the subject. No little envelope, but you can't miss this notice! Additional incoming mail is added to the same window until you dismiss it. You can also open the items from this window. The alert window is also non-modal, i.e. you can go on about your business without having to deal with it until you are ready.