Mail Folders do not send notifications when new email arrives

Though I get made fun of, Yahoo! Mail is still my favorite. However, the one thing that's vexed me for years is this:

I have rules that send some emails to specific folders. This is an easy way to file emails automatically for browsing later. I'd say the rule works about 95% of the time. The problem is, when it does work, and emails get sent to the folder, I don't get a new email notification. It's been an annoyance for the longest time. How can I set this up to alert me when they show up?