New Message alert

Not a special area for me, I did recall seeing a snippet on another site I'll just quote here.
apologies for not giving proper credit for original post (which generally goes against my principles) this came from pastebin with no username though.

Messenger opens WL Mail if the account which is currently signed in it is set to sign in WL Mail as well. You can change the address which WL Mail will sign in while being started from WL Mail's Options>Connection>"Sign in" or "Sign in with another ID". Or you can completely "Stop signing-in" which will lead Messenger open all emails in internet explorer.

So you must prefer one of your two accounts to open WL Mail from Messenger. But keep in mind that signing in WL Mail connects it to the Messenger which is signed in with the same account so you can see statuses of your contacts of that account within WL Mail, moreover all the contacts belonging to that account will be imported and it provides some Windows Live Spaces integration.

Also, configuring email accounts and/or making them default have nothing to do with all of these.

using messenger to give you alerts means having a third part ware running, this is why i use trillian as it allows me to see my four different accounts and i can instant message my friends ,clicking a notification opens your mail client in your browser, also you get a little preview of the message in the pop up so at a glance see if its important or not.
if you are going to run a third party software then i would try trillian as it gives you more . if you dont like it then uninstall it.