From your Dashboard go to 'Lead Handling -> Territory Rules' and select the states you wish to receive notifications alerts from.

Visual Visitor has it automatically set to alert for all of the United States.
Step 1:
Go to 'Territory Rules'
Step2:
Select your states and then 'Update Your US Territory'. If you want to select only a few states it may be easiest to clear all states first and start from scratch.
Want to turn off notification emails all together? Click
here.