I'm having the same problem... I have vibrate checked in the text messaging settings, but the phone still doesn't vibrate when I receive a message. It was working totally fine until a few days ago, and now it has just stopped. It still vibrates for everything else, but I have it set to both ring and vibrate for incoming texts and that's not working anymore. I asked the same question over on AndroidForums so I'll keep this page bookmarked and if I get an answer there I'll post it here.