I thought it was on by default but I could be wrong. I use mine a few times a year but I don't recall seeing any SMS. Perhaps an onscreen message. But I haven't seen those for a long time, not lately. When I take it off Airplane mode the massage asks me if I want to enable data roaming but that is about it. AT&T has some new international roaming agreements in different countries where I think it goes into roaming automatically without any message if roaming is on.
8/19/14 at 11:34am