Here is great example of desktop alert: Livemint Desktop Alert. It’s small utility that allows you to receive business news, stock prices and other useful information. That’s obvious that if you are in the business this information is very valuable for you and receiving it right on desktop just on time is a big benefit.
Livemint.com benefits from this desktop alert a lot too. It’s brandable and livemint brand is always before users’s eyes. But the main benefit is that this application helps retain user. Constant news and alerts from livemint always reminds user about this site and induces user to click, click and click. I can bet that main traffic generated by repeating visitors.