Currently Being ModeratedDec 23, 2011 10:36 AM (in response to Doug Blackwell)
These are iMessages which will show on all your devices if signed into the same iMessage email address by design.
Settings > Messages > Receive At > Change the email address to a different one than the other phone. If it's your Apple ID, you'll have to sign out of it on the phone you're changing (won't affect other Apple ID functions). To sign out, tap ID at top of setting page.
Message was edited by: modular747