Dennis,
I have the same problem on Orange PAYG. I don't think it's Orange, I think it's the 928. When I got my 928 and moved my 3-year old SIM card from my old phone, I called Orange to change the IMEI, and they sent some SMS messages that never arrived. After a couple of weeks I found your posting and tried reset, then sent myself a text which arrived OK. A couple of weeks later I realised I wasn't getting texts any more, so I hit reset again and since then I've got a couple, however I'm a 'low user' so it takes a while before I know if it's still working or not. I guess there's something to do with the way we're using the device that causes it to stop receiving. I thought we should compare notes, in case we can figure out what it is, so here's a potted history for me:
I bought my 928 secondhand and it was originally registered with Vodafone. I'm new to PDAs so I probably used it a bit 'awkwardly' at first, ie. did things the software designers didn't expect. I tended to close down the windows for the applications I wasn't actually using at the time, with the idea that this would free up memory to make the applications I was using go faster. I was wondering whether you had to have Inbox running to receive SMS, or whether if you closed it and re-opened it, or opened it without the phone switched on, it somehow triggered the SMS to stop working. I switch off the 'phone at night, but I tend to leave Inbox open now. I noticed that if I go into Inbox->Tools->Options, there's a * in front of the SMS Service, but I can't find anything to tell me what it means - possibly it just means that it's active. I tried deleting the SMS service then re-activating it from Orange, but this didn't stop it 'coming and going'.
If I can find out what causes it to stop, I'll just avoid that sequence of events, and I'll be happy.
regards, Julian  | 
jornada 928 sms problems 
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