Lock Screen SMS Notifications and Preview Question

[dbu]

Ok, so on my old phone (Omnia) whenever I would get a text or something while the phone was locked I would of course get the notification in the lock screen where you can tap it and it will take you to whatever you missed. Now I get this:


A preview which will go away on its own, and along with it goes the notification on the lock slider:

Wtf is up with that? If you miss your phone ring or vibrate then you would have no idea you missed anything until you unlock your phone.