So I just hang up with Apple Support, the supervisor I had tried to tell me the problem comes from the operator (clever! A few mobile-operators, all around the world, send hidden sms to the same number in UK. Why? ask to Apple support France, the answer is : ask to your operator). So, I got from the supervisor to try to find a way, and the only thing they have is : try to restore your iPhone following these steps (for mac) :
- go to user > library > iTunes > iPhone Software Updates
- put the last .ipsw file (if you have one, the one used to update your iPhone) to the garbage
- restart your computer
- then open iTunes, connect your iphone, backup it (right click on you iPhone icon in iTunes left column)
- restore your iPhone
Not really sure it will help as I read in that discussion that even new iPhone 4S with original OS5 have this issue...