I totally understand the need of being alerted when messages are pending. With the original Droid Incredible, your LED light should flash green when you have a pending notification. Go to Messages > Menu > Settings > Notifications > Make sure that message notifications are enabled. This way if you miss a text message, your notification LED light will be flashing. This is the best option to be aware of pending messages as there is not a reminder alert when a message is pending.
Additionally, attached is the Owners Manual for additional information. http://cache.vzw.com/multimedia/mim/htc_incredible/incredible.pdf