Hittade ytterligare lite information om varför detta händer. Citerar från ett inlägg på Apple Discussions. http://discussions.apple.com/thread.jspa?messageID=5512403�
"This is a common problem that happens to iPhone, and more often to those being used in other countries. The cause of this problem is that the SMS that comes into the phone does not have a number that it belongs to. Normally this type of SMS is bank transfer confirmation, news, or junk sms.
To solve this issue, there are 3 ways:
1) The simplest and easiest way for those "locked" iPhones is to "Erase All Content and Settings". This is best done right when you receive the problematic sms, and before you sync. Sync'ing will also back up the problematic SMS, which will not solve the case. After you erase your content, you can then sync your phone normally.
2) For those "unlocked" phones, meaning they are Jailbroken, you can delete sms.db from the phone, and restart. This will delete all your SMS, and get your SMS application back to its normal state.
3) Again for unlocked phones, you can actually delete that problematic sms line from sms.db, using an SQLite program, and then put the file back to where it is. You will then have all your other SMS in the application, and the application will just work normally."