Notifications: Checkmark this setting to allow your phone to receive a notification in the Status Bar whenever you receive a new message.
Notification sound: Allows you to select the sound when you receive a new message notification. This setting is greyed-out, when the phone is set to Vibration mode or Silent mode.
Vibrate: Allows you to set the phone vibration setting when you receive a new message notification. This setting is greyed-out when the phone is set to Silent mode.
New message popup: Checkmark this setting to enable a dialog box to alert you to new message arrival(s).