Your phone message settings are pre-defined so you can send messages with less hassle, but you can change these settings according to your preferences.
Open the Messaging app and tap the Menu key > Settings.
Message settings include: Set default message app, Storage (sets limits, signature, and callback number), Text message (sets delivery reports and priority), Multimedia message (sets delivery reports, auto-retrieve, and priority), Group Conversation, Conversation theme, Notification, and Send message with Enter key.