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I know what you mean and yeah there is a way to fix that. Read through this (all the way through it) and you can figure it out. You of course have to be jailbroken to make this happen but most people are already JB anyway. Private message me if you need any help with this. Hope this helps.
I remember this was an issue when Verizon released one of the Treo models. It was because VZW automatically gave you a "message sent" notification, and that's what was causing the sms sound. There may be somewhere on the iPhone to disable message sent notifications, which is peculiar to VZW.