A simple reg hack will fix that little pop up. You'll need a registry editor. PHM Registry Editor is a a free one, simple cab install. Resco Explorer also includes a registry editor but it's not free.
You will want to open the path:
HKLM\SOFTWARE\Microsoft\Inbox
Create a new key called "Settings"
Create a new string called "SMSNoSentMsg" and set it's value to 1.
Sounds complicated but it's not, if you have ever explored a registry on an actual computer you will find that it's similar. If you have never messed around in a registry then it might sound exotic. However a registry is similar to the folder hierarchy on your computer.
The Mogul is a good device. It has some flaws and it's build quality doesn't really compare to some GSM HTC Devices. Yet this doesn't make it a bad phone. I started with the Mogul, was turned off by it's loose slider, and keyboard (My previous HTC phones keyboard was different). I switched to the touch, loved it at first, was really impressed with its speed. I like the built in touch keyboard, but sometimes its just not practical. It handled its job of being a phone very very well, but because of the input issues PDA functions became difficult. So I am back with the Mogul and love it.
You should really update to 2.17 as soon as possible, it should have actually been the first thing you did. Now when you do the update everything will be erased and you will need to reinstall. Make sure you back up your contacts, calander, etc. PIM Backup will do the job for you, for free.
http://forum.xda-developers.com/showthread.php?t=299705