Is there a configuration setting to get visual message notifications?

I have received a few e-mails and SMSs today. I opened them all after hearing the tone and then when I closed them, I saw a yellow panel informing me that I have a message. Where does this normally appear, is it supposed to appear on top of the desktop screens?

Obviously I would like to simply click on the notification to see the message rather than going into e-mail/inbox etc. but I don't seem to see it...

if you hit the multitask/menu button on the top right the notifications will show. lets say you have 2 new sms and 1 new email, there will be 2 yellow boxes. if you click the sms one in multitask view it will take you to the conversation inbox, same with the email

Does the app switcher in the top left of the screen appear white? It does for me, and pressing that takes me to the conversation.