When the screen is locked and I turn the screen back on because i got a message, there is the small little preview of the latest text message i've recieved right under the slider. Is there a way to remove that?
Open the messaging app, Menu>Settings>UNCHECK Received Notifications. Unfortunately it turns off all notifications. Go to the Market and downloaded "ChompSMS" it is a much better, More customizable text app. It will do what you want but still allow an audible alert.