I would like to make use of SQL Server notifications to capture insert events at my database within a winforms app. I am attempting to use the SQLDependency object. The MSDN art
Your first notification is the only notification you'll get. Query Notifications are not a subscription for changes, once a notification is fired it is also invalidate. You are supposed to re-submit a new notification subscription.
If your query is notified immedeatly it means you did not get a notification for a change, but one for an invalid query. Check the values of the SqlNotificationEventArgs argument you receive. Check the Info to be Insert/Update/Delete, check the Source to be Data, check the Type to be Change.
Have a look at the Watcher Application example to better understand how you are supposed to re-subscribe when notified. For a better understanding of how the Query Notifications work, see The Mysterious Notification.