What do I need to edit in order to keep my phone from Alerting BOTH parties that a new MMS/SMS has been received?

I have tried searching but found no easy way to search for SMS errors. Whenever I receive a Text message while in the middle of a call, Both the person I'm talking to and myself can hear that I received it. This makes for really annoying convos after some time.

Anyone else experience this error yet?

ALi