[iPhone 4S] Sms, reminder, alarm sounds during a call

Hi,
I have not found answer to this question on the forum.
I have a question - is it possible to change the signalling of various notifications during a call? The first time I have a phone in which sounds of for example sms or reminders are appearing during a call - it is normally played. In any other phone it is either a single beep or just a warning beep or some info on the display. Here in iphone 4S when some alert appear I have to wait until it will finish ringing otherwise I can not continue a call because I do not hear anything. And the worst thing is I can not mute it - I have tried in various ways.
The same story is with reminders in the calendar - even if i do not talk I can not mute the sound.

Maybe you have some solution for this awful disadvantage.

Thank you for your help.