How do I get my Nexus One to vibrate when I recieve a text message?

From Nexus One Support Forum:

Problem: If the phone is in vibrate / silent mode, it will not vibrate when i receive a text message, only if I get a phone call. How can I fix this? I would like the phone to always vibrate when i receive a message or notification, as I am missing a lot of texts on silent mode!

Solution: You have to go into the messaging app and select Menu->Settings->Check Vibrate at the bottom (also vibrate when notified) and make sure Notifications at the bottom is also checked.