I would like to develop a small notifications application for Windows in .NET that docks on the right/left side of the screen (not consuming more than 300px), should always
The most reliable way would be to register your application as an Application Desktop Toolbar (AppBar).
You will need to interop to do this, here is a Code Project article on doing this with C#, it should be a fair starting point. http://www.codeproject.com/KB/dotnet/AppBar.aspx