Create a Notification Alert MessageBox like FaceBook in ASP.Net

I want to create an alert like that of facebook (the number in tiny red square at the top). I am googled a lot but i couldnt come up with anything which proved helpful. I believe similar sort of notification alert has been used in this site as well. (new personal messages). It would be really helpful for me and as well as a lot of other enthusiasts if you can explain how to do that.