Someone can correct me if I'm wrong but, I don't think so. With the "screen off" the droid is asleep. None of the external buttons (except power) should function.
Just re-read your post........
You need to set it to vibrate. Menu> settings> sound> vibrate... then select when you want it to vibrate...Always, never, Only in silent mode or only when not in silent mode.
Maybe I'm not getting your question, but it shuold be that simple. Your phone will always vibbrate with that set when a notification happens. Though there maybe some app specific settings for it as well.