How to stop sound receiving message on unlocked phone?

[24fun-push]

On my Android I find no way to stop the sound, once a message is received. Let me explain in detail:

If I receive a message, and the phone is locked, the soudn stops on unlocking it.

If I receive a message, and the phone is unlocked, the sound is playing and I have found no possibility to stop it! It plays until it is over.

What am I doing wrong here?