I actually just had a different issue happen to me last night with my phone.
Occassionally, my phone will randomly light up the screen without any kind notification being activated. No email, text, phone call, etc. This is something that I believe is a Samsung phone problem as this happened in Eclair, Froyo, and now Gingerbread. I've even replaced my phone via USCC's phone replacement program and still the problem persists.
Anywho, I was sitting at my computer when I saw my phone light up. Of course I look at it to see if there was a message, but there wasn't. So I clicked the lock button on the side and set it back down. Not even 5 seconds later, the screen lit back up, but something weird happened. All of a sudden, the SD card was 'unexpectedly removed' and the signal on my phone was lost. My WiFi turned off and there was a circle with a line through it where the signal strength icon would be.
I tried waking my phone and unlocking it, but to no avail as the phone was nearly paralyzed. Nothing seemed to work to unlock it and even holding down the power button to turn the phone off seemed to be inactive. So, before attempting to remove the battery, I held the Volume Up and Power buttons until the phone showed the Samsung logo. The phone reset and all was well again.
Not sure what caused this issue, but if it happens again I'm calling for another replacement phone.