No Reminder alert on Desk Top!

Guys, I have Reminders set to On on both my Desk Top and iPhone 4.

I'm using iCloud but if I set a Reminder either on my iPhone or on my Desk Top, when the Alert time arrives my iPhone will Alert me but the Alerts do not pop up on the Desk Top. The Reminder shows up on iCal on the left hand Reminders coloumn. I just get no Alert!

I've checked that I have set the Reminders on the iCloud Reminders list and all is OK on that front.

What could I possibly be doing wrong?