These things are rarely the case. 90% of the time it's a spam e-mail or a note from a friend that doesn't need to be addressed right away. But I will still think about these things, and actively worry about them, until I read the message.
So it helps to put the phone away, somewhere where I can't see it, on silent so I can't hear it -- even still, I have to check it at frequent intervals, without a real pattern, because a random glint in the corner of my glasses will make me think "oh was that my phone? Wait, my phone's in the other room. I wonder if I have messages? Shit, what if someone's been trying to contact me?"