Auto SMS sending - Google Nexus S - Bought from Negri Electronics

I've purchased a new handset from Negri Electronics few weeks ago. Samsung Nexus S was shipped to me within a day from Negri Electronics side. Now the problem is that whenever I install a new SIM Card on my handset, a screen appears and its written [Sending message] Why? I think it is not Negri Electronics because the handset was sealed piece and was in an excellent condition. So, what is the problem? And yes, my balance is also going out whenever the SIM automatically sends a message? What is this message for? Is it the MMS and GPRS settings or something else? I've contacted Negri Electronics too, and their quick response was that there might be some auto configuration sending SMS from your network provider side! Is that true? Can anyone confirm?

My Galaxy did the same thing when I installed a new SIM card --- well, it didn't send messages but it certainly received a bunch from my carrier. Did you say that the carrier is charging you for those messages? Because that would be completely unfair: any messages the phone receives from the carrier are supposed to be free. If it is a carrier issue, I would contact them about that.

However, if this is some weird phone issue, then I am not quite sure what is happening. Have you installed a new messaging client? For now, to make sure you don't receive any new messages before you get this issue figured out, I would go to messaging settings and unclick "auto-retrieve." Then I would call the carrier...

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Thanks for the answer. I've contacted my service provider and they replied first that this is a problem of your Electronics shop from where you bought this cellphone i.e Negri Electronics. When I called them again some sensible person replied me that auto sms sending happens only once, when you insert your SIM for the first time( same what happened with me). This auto sms sending is because your phone asks the service provider to retrieve SMS/MMS, GPRS and WAP settings. Thanks for you excellent answer anyways.