First of all thank you for your answers guys.
DMWCincy, you are right, blocker pop-ups is becoming more commom each day but the page will work in a local network and itīs supposed to be less commom something like that, anyway of course that itīs not impossible... you said about an icon and the first doubt I had is about how can it checks if there is new message... it could be a fantastic solution, if you remember where you have seen it, please let me know.
rokslide, I got it... ok, Iīll look for it, thanks!
One more way Iīve looked for was using 'net send' as a way to send message for a specific user. I could use the SQL Server to execute a command line and them sending a message with it getting the machine name as parameter.. what you guys feel?
Cheers,
Alex Berenguer