I'm using the Messages Beta on Lion to receive iMessages on my MacBook Pro. I also have my iPhone set up with my iMessage account.
When I receive a message, it's delivered on both devices. If I read the message on my computer, it disappears from the lock screen of my iPhone, so it doesn't fill up during a conversation.
But, this doesn't prevent my iPhone from vibrating every time I receive a message — and if I'm having an extended rapid-fire iMessage conversation with someone using my computer, this can get annoying. Is there any way to prevent this from happening?