Hey there ultramoo,
You should be able to still get the notifications from your Session 0 applications by starting the UI0Detect service on the server, then restarting the particular application which is running in Session 0.
The UI0Detect service (which is listed, using its friendly name, in the Services panel as 'Interactive Services Detection') gives you the ability to interact with any applications or services which are running in Session 0. It should be what you need to enable to sort this problem out.
Don't forget, though, that this feature is temporary, and with the second release of Vista / Server 2008 (Windows 7 / Server 2008 R2) this feature will be removed. It would be expected at the point of release of the next operating systems for all applications to run correctly and interface with the new session format in the correct manner.
-Matt