For Windows 7:

Go to Devices and Printers (Start ->Devices and Printers).
Click on Print Server Properties (in the "toolbar" area above the list of devices).
Click on the Advanced Tab.
For a local printer: check "Show Informational notifications for local printers".
For a network printer: check "Show Informational notifications for network printers".
Click OK.

For Windows XP:

To Enable or Disable Notifications of Completed Print Jobs

1.      Click Start, and then click Printers and Faxes.

2.      On the File menu, click Server Properties.

3.      On the Advanced click the options you want to apply:

o   Show informational notifications for local printers. This option notifies users when a job is printed on a printer that is attached to this computer.

o   Show informational notifications for network printers. This option notifies users of this computer when a job is printed on a remote computer.

4.      For client computers that are running versions of Windows earlier than Microsoft Windows 2000 that access the printers on this computer,there are additional configuration options to choose from:

o   Notify when remote documents are printed.This option sends a message to the user who sent a job to a printer that is attached this computer.

o   Notify computer, not user, when remote documents are printed. This option sends a message to the computer from which the print job was sent, regardless of which computer on which the sending user is currently logged on.