It's a weblink that someone sent you or saved weblink. Go into your main inbox (that has all message types combimed in it) and delete the message that has that yellow circle next to it. I get them often as junk.
You would need to go to messages - menu - view folders - browser messages or wap push messages and delete it.
It won't show in the main messages folder.
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~Midnight Draven
"That's it then. Cancel the kitchen scraps for lepers and orphans, no more merciful beheadings... and call off Christmas."