Sms arrived but not placed in incoming sms folder

I've started to test Boomerang EMIX 5.0 library and I sent sms to Mobile Phones through TCP/IP on network T-Mobile. The sms has arrived successful but it wasn't placed in the folder Incoming Sms on the phone. When it has arrived i got a question to save or not. If answer is no, then i could not open it anytime, because it wast saved in the incoming sms folder. The effect is then same on any other type of phone. What could be the problem?