First of all, what service do you use? I'd assume you are using Nextel, which is iden. For this reason, setting it to gsm doesn't work. iden was apparently the last setting used, so "last active" also works. Motorola, for some unknown reason, decided not to allow Nextel users to text message.
There are two ways around this.
1. One is to send a multimedia message with only text (no pictures, sounds, etc). This should be treated as a text message.
2. The other way is to follow this guide
, which should allow you to change the registry on your phone and get rid of the message. Note that the first posters made the guide for telus users, so be sure to use the nextel sms number (found later in the thread, I believe).