anyone knows program which will give me notification when I receive email in gmail?

https://support.google.com/mail/answer/1075549?hl=en

Use google chrome and enable desktop notifications, voila done!

I use thunderbird, it allows me to keep an eye on various email accounts ( i separate pro, forums/gaming, familly and friends ) and it has addons like enigmail to encrypt your mail. It works on windows, mac and linux and has many options to personalize it while keeping it use friendly.

thunderbird

Gmail Notifier

Google doesn't really advertise that it exists, but I've been using it for years, and it's a great alternative to using Chrome, Google Talk, or the Google Toolbar. Note that if you use https for Gmail (which you should), Notifier won't connect out of the box. To get it to work, download the registry patch from here.

I use GMail Watcher on the Firefox browser.

If you have outlook or thunderbird you can set them up to run your gmail (both for sending and receiving) so when you get a new email it will notify you. I have outlook and have 2 gmail addresses, 1 yahoo address, and my work email running through it. There are surely other email clients that do this as well.

I use extention in firefox X-notifier