Fredrik's prototype looks the part alright, but I'm already having nightmares about the usability guidelines for such a thing... we already have alert dialogs if you need to give the user a message and a choice of actions, why complicate life by inventing something else that does the same?
These sorts of notifications should be about incidental things that don't require any further action-- it shouldn't matter if you never see them at all. Making the whole "balloon" clickable to open a relevant app or window is one thing (which is about as much interaction as a notification icon itself should allow), but offering a list of possible actions just doesn't really feel right to me... especially if they're presented as hyperlinks, which seems like an unhealthy nod towards Windows' "look, everything's a web page, really, honest it is" model :)

