Here is the official Sprint 6.1 ROM. If you are new to Windows Mobile, I personally think it would be best to start of with a stock ROM. There are many custom ROM's available in the Titan Upgrades forum, but if you are new, it will take some research and time to figure out what you are wanting. If you don't want to go the route of upgrading your ROM, you can do a google search for "cody threaded sms". It will give you sms like you are wanting with your current set up.
Edit: I apologize, but out of habit I assumed you are using a Sprint phone. You do not have your carrier listed in your profile, so the information regarding the stock ROM obviously may be inaccurate. The cody threaded sms will still work regardless though.