How do I get my HTC phone to stop automatically showing messages when received?

When I get texts they pop up on the screen as soon as I get them. This is terrible because I have weirdo friends who send pervy messages and my parents wouldn’t know. I don’t want one day for them to pick it up and there be one of those messages popping up. How do I get it to just go to my in box instead of popping up on the screen? It is an HTC Touch buzz.

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