How to: Send SQL Server Agent Error Messages (SQL Server Management Studio)
This topic describes how to configure Microsoft SQL Server Agent to send its error messages by way of net send.
In Object Explorer, connect to an instance of the SQL Server Database Engine, and then expand that instance.
Right-click SQL Server Agent, and then click Properties.
On the General page, in the Net send recipient box, type the user name or computer name.
The Microsoft Windows Messenger service must be running to receive net send events.