From the home screen touch Menu->Settings->Language & keyboard->Android keyboard (onboard keyboard settings). Uncheck the Vibrate on keypress option.
If you mean that every time you do anything you get a little pulse vibration, then you might want to check your settings - via Menu / Settings / Accessibility: Check to see if the Accessibility box is checked and if the Kickback box below it is checked. If so, then you will get that little pulse vibration.
It was happening to me also until I discovered that turning off Accessibility and Kickback would get rid of it. I have been unable to find out what these Accessibility options are really for (no, they are not there just to annoy us!).
Hope this helps...