hey guys

Just got the Verizon iPhone 4 and am in love with it - I ran into one issue however and its related to receiving missed call and calendar notifications while i'm away from my phone. Apparently it either didn't pop up and notified me on my lock screen or it did and it went away after a certain amount of time? I figured out I had a missed call because I looked at the top right hand corner and it had a phone icon.

I believe prior to this all my alerts (missed calls, calendar, sms etc) would stick on my lockscreen for any length of time while I was away.. can't seem to figure how to solve this riddle.. can anyone assist with this matter? tia