Hmm, another reason to avoid Apple Mail. It doesn't seem to show quota warnings when you're approaching your quota limit. Well, it tries. Sometimes it shows an small indistinct warning triangle next to your Inbox. For about half a second, when you log in.
That's not good enough. Mulberry, by contrast, pops up a dialog box whenever you open a mailbox. Thunderbird drops down OSX style alert sheet. That's more like it.