you can get that info from the default trace (if it is running)

to be alerted would require you to set up an agent job that parsed the default trace at a set interval looking for new values in TargetLoginName

declare @mytrclocal sql_variant

set @mytrclocal = (SELECT value FROM sys.fn_trace_getinfo(NULL) WHERE property= 2)

select * from fn_trace_gettable(convert(varchar(500),@mytrclocal), default)

where TargetLoginName is not NULL