Lync: Alerts
When do you want Microsoft Lync to notify you?

5. Try It: Review the Alert Options
Lync is still open, as you guessed.
Go to Options->Tools->Options.
Click on Alerts.
There are two options for Alerts:

General Alerts:
By default, Lync will notify you when someone adds you to their Contact list.

When my status is Do Not Disturb:
The DND options vary from silence to only the people in your Workgroup. The choices are:

Do not display alerts

Display only conversation alerts from people in my Workgroup

Display all alerts, but only conversation alerts from people in my Workgroup.

Keep going...

Microsoft Lync 2010->Options->Tools->Options->Alerts