if you really dont like the combining emails... then your best bet is to separate your sms.... then you will have the sms icon, the yahoo icon the att.bb.com icon and the messages icon.

if you receive to yahoo, it will goto messages and yahoo...ignore messages
if you receive to att.bb.com, it will go to messages and att.bb.com... ignore messages
if you receive to SMS, it will go to messages and SMS... ignore messages

since in this scenario you will be ignoring messages on all 3... just hide the messages icon... since when you receive, read, send, or delete with any of the seperate icons.. it reflects the same in the messages icon... just hide it