Do you have an icon on your home screen that looks like a megaphone? That icon may be in the top corner of your screen too, up by your battery indicator and service bars.
I then click on Advanced, and press the menu key and select New Profile. You'll see a list of all your notifications -- calls, email, SMS, BBM, etc. Click on each one, then adjust the settings there. You may want to set it to Mute, No Vibration, no LED.
Since I never put my BB in the holster, I don't worry about those settings. I just adjust the Out of Holster profiles.
Once you set all these, be sure to name your new profile to save the settings, or they'll go back to what they were.