When I updated to Mail 6.2 with OS X 10.7, I noticed that there is no more indication that Mail is checking the POP server(s). I've looked to see if there is a Preference to have this displayed, but I can not find one. Is this normal behavior for Mail?
In Mail>Preferences>General>check the box for "Play sounds for other Mail actions". Then in System Preferences>Sound>Special Effects> turn up the Volume slider for "Alerts" all the way. Then when Mail is done searching for downloads to your Pop accounts it will sound a "bing".
This is an option. I like the visual indication as it tells me that Mail is actually checking for mail. Now, I don't know if it is checking or not. I am told if there is a connection problem or if mail is being fetched.