So are you wanting it vibe for calls or messages/alerts or both? There are tons of notification settings with these phones. There are also settings for what it does when in your pocket. It took me a bit to get all the stuff set were I like it.
Really that's weird. I always have my ringer set all the way up and my phone vibrates for both calls and sms. And I haven't switched any settings except for the sound.
You have to specify each alert to 'vibrate' as well. So go into text messages, click on settings, and under the notification setting, there is a vibrate option there too. You have to set it for each item (texts, gtalk, gmail, etc.) individually.