Close the tab and never visit the site again. If enough people are annoyed they'll have to change things.
If some auction site wants to enable notifications to tell you if you've been outbid or you won the item - I could see that. If some collaboration site (where multiple people work on the same project) wants to tell you that Tom just made a change in some other part of the project, I guess that's okay too. I'm sure we can come up with other examples. But most of the time if I'm not actively looking at a site it doesn't need to tell me to look at it. Then again, that's me.