Wow! I really gotta have this.
The Binary Bonsay has set out a competition to code a Growl plugin that notifies you of events happening at your WordPress install. This is a great idea. I hope the guys working on it can sort out the NAT issues somehow and will deliver a working implementation.

If you wonder what Growl is:

As described on the Growl website, Growl is a global notification system for Mac OS X. Any application can send a notification to Growl, which will display an attractive message on your screen. Growl currently works with a growing number of applications.