From inside your didReceiveLocalNotification method you can display an alert to the user since notifications are not handled if the app is in the foreground.
UIAlertView *alert = [[UIAlertView alloc]
initWithTitle: @"Something"
message: @"Something else you want to tell the user"
delegate:self
cancelButtonTitle:@"OK"
otherButtonTitles:nil];
[alert show];