When I turn on vibration in the notification bar, my phone doesn't vibrate when I get SMS but it vibrates when someone calls me.
I saw that there is a setting in
Messaging > Settings > Vibrate where I can check only that option. On some other phones I saw on the internet, there is a new menu that offers you to check always, only in silent mode, and never.
Edit #1: What I want: When I set sound mode in notification bar, it should only give me sound. When I set it to vibrate mode, it should only vibrate. The problem is only with SMS, not with calls. When it is set to vibrate mode, if I uncheck vibrate notification in message settings it will not vibrate, it only turns on display.