Where is CP Message stored?
Go over to your Messaging app, press the options button/menu button (depends on the device). A short list will pop-up including options like Search, Drat Messages, Delete, etc. One of these options should say 'Configuration Messages' or something similar. This is where the CP messages you receive are stored. I'm not sure as to what purpose they serve (they seem to vary from lists of MMS to Browser settings), but that's where all of them are.