Help Notification LED & Sound when in SMS app?

[kaje]

I'm not very familiar with Android but I recently got an HTC One S and if I receive a text message, my LED blinks and I get a notification tone. However, if my phone is locked while still in the SMS app, I don't get these things and then I often end up not realizing I received a text until later. Is there any way to make these two things occur even if my phone is locked in the SMS app?