You're saving your SMS to your SD card? hmmm....
a)
My Caller ID name/number do not show when I get a call or SMS - BlackBerryFAQ
b) You haven't done everything in 'that' thread.
c) See b) and make sure unused apps (like an active browser page) are not running in the background.
What OS release (options > about, third line down) are you using?