[dakidobf]

If you go into messaging and then settings, you can disable the notifications and that will remove it from the lock screen and the status bar. unfortunately it disables the notification sound as well.

What I did, because I hated that lock screen popup too, was downloaded Handcent sms. that app gives you more notification options so you can disable the pop up, but still get the notification sound and the envelope in the status bar. Either way, disable notifications in the stock messaging app.