Okay, I have the Curve, so I don't know if it's the same, but there should be a selectable speaker icon on the home page or in the apps menu. That is your "profiles" icon, and it lets you select quickly a certain profile of rings or notifications, and if you set your notifications while on a different profile than you are currently using, those that you set will not be the ones you hear.
The manual is pretty damn good, so try using that. But yeah... fool around with the profiles a bit and get to understand them. They might change your life.