Is there a way to make my Samsung Captivate vibrate when i get a text message?

I have a Samsung Captivate phone and i cant figure out how to make in vibrate when i get a text message. Is there anyway i can get it to?Is there a way to make my Samsung Captivate vibrate when i get a text message?Go to your sound settings on your phone and go to your text alert setting and change it to vibrate.