I installed Windows Live Mail 2012 on my new Windows 8 computer as I prefer it to the modern mail app, however no sound is played when incoming e-mail arrives.  I did ensure that the option was checked in the options screen as you can see below by the fact that it's checked and the apply button is not clickable.


From there I checked Control Panel>Sounds>Sounds to ensure that there was a sound set and that it played, which it did.

Yet, I still do not receive an audible notification that I have new e-mail and I have no idea what else to try!