Two different conversations from same contact - Problem

Hi..

I have a weird problem guys. Ive always used a 3GS, and never faced this issue before.

Ive bought a new brand iPhone 5 with iOS 6.1.2 and problem is that when i create a new SMS message and send it to a contact, a new conversation appears, as usual.

But when that contact answers that same message, another conversation appears with the same contact over the first one.

This does not happen with all my contacts, only a few. I dont know if this is happening because of their carrier or what.

If i continue writing on the conversation "started" by my contact then, theres no problem at all.

The problem is that my new started conversation is different from the one started by my contact.

I must say that some of this contacts have only one number registered in my iphone so i dont think its an issue with numbers.

Im not using imessage, and also these people does not have idevices, so its not an imessage problem.

Im posting a picture for you to understand. I couldnt find anything related to this that happened to another person.

I dont know if its iOS related or what because i used only one version of iOS till now.

Please i need answers. Thanks in advanced!