I know this is a little late, but I'm posting this for future readers
You can add something simple like this to your ~/.profile or ~/.bash_profile
if [ -n "$SSH_CONNECTION ] ; then
IP="$(echo "$SSH_CONNECTION" | cut -d\ -f1)"
echo "Subject: Login detected from $IP" | sendmail email@example.com
It's of course possible for the remote machine to prevent itself from reading the ~/.profile file
The sendmail line implies you have that up and running too. You could replace it with any type of notification you want. mutt, xmessage, or a sound file.