volume rocker should adjust phone and notifications unless you messed with a particular setting.
Humor me.... go to homescreen / menu / settings / sound & display / ringer volume / OK, right there... the little box that comes up with the slider bar... under that is a box that says "use incoming call colume for notifications" is that checked? If it is, then the volume rocker bar should adjust calls and texts sounds together.
By the way, are you using Handcent or some other messaging replacement app?