Hmm weird I've had the issue with texting apps like go sms and sms pop up but never with stock texting. Have you gone in and tried to delete the message or the entire texting log? With the apps I would delete the whole conversation and it would usually continue to pop up a couple more times but then would stop after I kept clearing it.
Another option would be to delete the message not sent, then delete cache for your messaging app. menu>applications>manage applications>scroll to your messaging app then tap on it. Tap on clear cache then go back to your messaging app and see if the "not sent" notification is gone. If not, go back to manage applications and tap on clear data. Be sure to save any pictures or videos you may want to keep as they will be deleted.