The Windows Vista and Windows 7 “MSG.exe” command is the newest replacement for the old “NET SEND” command. It has a nice, simple syntax, and works pretty well unless you shut down services it relies upon. You probably don’t want to overdo the use of MSG, so use it sparingly (with regards to automated/unattended tasks).
So you could drop this into a “special” script or package to notify you whenever it runs. I know of quite a few times when this has come in handy (in fact I’ve used my infamous Twitter script to tweet me when a job runs as well, or add to a script).
msg JohnDoe /SERVER:MyComputer setup has been initiated
msg JohnDoe /SERVER:MyComputer setup has completed