First before you try to pop information you need to figure out where you will be getting it. If you simply want to query the database to see the last time the caller called in you can query the call detail table based off of ANI, however depending on the number of calls you get this is going to add a decent amount of load on the system while you query the database. There is also a product from I3 called Interaction Tracker which is a sort of stripped down CRM application which allows you to keep track of the previous interactions with the customer. I have not used Tracker before but you may want to look into it.
If you are dead set on popping custom information you can use the custom toast function in the client to pop the info, personally I don't like the custom toast pop. Otherwise you can write an application that supports DDE and then use an alerting action to populate the information you want into the DDE application.