Alarm Ring, Message Vibrate: HOW?

I don't think there's a direct way to do that.  Would be nice, but no firmware hacking (my next phone will be Android) so here's a workaround, if you want your phone to only vibrate on ring, but still need other sounds to play.

1. For messages and voicemail notification to vibrate, set the Message Tone Alert Type to Vibrate
Top Menu > Settings > Sound > Volume > Message Tone > Alert Type > Vibrate

2. For calls, there's no option to only vibrate without setting EVERYTHING to only vibrate, so we need to change the ringtone to a silent audio clip and have it set to Ring & Vibrate
- Load the attached Silent.mp3 file onto your phone.
Top Menu > Settings > Sound > Ringtone > Sounds > Silent.mp3
- Set the ring to Ring & Vibrate
Top Menu > Settings > Sound > Ringtone > Alert Type > Ring & Vibrate

3. Make sure the phone is not in Vibrate Only mode
Home > Volume Up, make sure it's a reasonable level for your alarm.

4. Now set your Alarm and make sure its Alarm Tone is set to a sound (ie, not Silent.mp3)

Note that any applications (Camera, Java apps, etc) can still make noise.  Your phone still thinks it's making noise when it rings too - just so happens that the ring noise is inaudible.

For example, Camera will still make noise when taking a photo, unless you set the Shutter Tone to Off in the Camera application's settings.

Hope that helps.

BTW: I'm not sure what you mean about "Alarm Only" mode?

Since you're on Rogers, yeah, you might have difficulty getting your phone to accept the new ringtone.

Try sending the Silent.mp3 via email or MMS to your phone - hopefully it'll let you set it as a ringtone, then you should be good.  I'm pretty sure everything else is the same between AT&T and Rogers.

Let us know how it turns out.