General SMS in Vibrate Mode?

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http://androidforums.com – Okay, I might be a total n00b. I concede this. But why do I have to go into the SMS menu (stock) and have my vibrate either always on, or always off with an SMS message? If I put the phone in vibrate mode, it doesn't apply to SMS, and the phone will only LED notify. Am I insane? Does it not make sense that when you want your phone to vibrate on calls, it should vibrate on texts too? (General)