Actually there is a message alert setting with a number of options.
From the main screen go to MESSAGES> click OK and scroll down to number 7: MSG SETTINGS> press OK and select number 1: GENERAL> click OK and scroll down to number 6: MESSAGE ALERTS> click OK and select the option you wish (once, every 2 minutes, every 15 minutes, off). If set to OFF you will get the message icon on the home page but no alert.
From the SETTINGS menu, you can select what ringtone you wish for message alerts.
Found this information on
Hope it helps..