Android Notifier is a combined desktop application and android app that notifies you to get notifications for Phone calls and SMS on your desktop. Its developed using java and hence its a cross platform app. It works fine on PC, Mac and any flavor of Linux.
To start getting notified on your desktop, just install the respective parts of Android Notifier app on your android phone and your desktop. To sync the desktop app and the android app, you just need to use bluetooth or Wifi connection. Note that you will need Android 2.0 or above to use the bluetooth based connection. Now, whenever you get a call, sms or mms, you will get notified with the default notification system of your desktop.
For windows, you can configure it to automatically start when Windows starts. You can also execute specific commands whenever a notification arrives. The Android Notifier is still under development and in future versions, USB support will also be added.