My Iphone 4 does not make a sound when I receive a new text message?

I have adjusted the setting and it say under text tones it says a sound is selected?

Double check the settings and make sure the volume is up and if you added the vibrate to sound or just plain vibrate.

Make sure it's not on vibrate, check if the sound volume bar is on all the way. If these don't work, maybe there's something wrong withy the speaker at the bottom.

Nope--sound is on, and it makes a sound if the phone is 'awake' (screen is up, not black). When screen is black, I get no sound when I receive a text.

Settings/Notifications/Make sure to Allow Notifications on Messages