I searched unluckily for this issue.
In few words, I've checked correctly all settings related notification sound and synchronization about twitter but the HD2 doesn't synchronize in real time... only when I'm into the application!
And consequently I haven't any notification sound.
I'm using the stock twitter peep client, I'm using the original Italian WM6.5 version downloaded from HTC site and I've installed the peep patch.
I don't want to install third party applications
Thanks who will help me