email notification when new web leads come in?

I'm wondering if there's some way to enable an email notification when there is a new web lead.

right now, i have to remember to go to zohocrm.com periodically to see if any new leads have come in.

i even enabled the "approve web leads" option under Setup->Lead settings->Approve web leads, thinking that this would send an email to me when a new lead needed to be approved.

thanks,
nate
Nate Aune