How to disable text tones during phone calls in iPhone?

I recently bought a new iPhone 4s and I am not yet familiar with it. I am currently having a problem turning off the text tones while receiving phone calls. This is very annoying as the tones hurt my ears whenever a message comes in during a phone call. Is there a setting that can be configured to disable this feature? I have already asked a few friends here and there but none of them seem to have any clue. They are even suggesting that it cannot be turned off. Please help.
