There has been some discussion about this being Carrier Specific. It's not that easy.
I have an older 7100v (Vodafone) and am using it on the Rogers network. I once did a full backup of my phone using the desktop manager software, then I erased the phone, and only restored those applications and data items that I wanted specifically.
At that time, the phone lost the ability to track SMS delivery receipts. That is, it USED to work, but something got "lost" when I reloaded the phone bit by bit.
Curious, I then erased the phone (wipe handheld option) and reloaded that backup I had taken earlier. Presto; the SMS feature worked the way it used to. However - there is nothing that I can see in any of the databases in the backup which specifically says "Enable SMS receipts".
SO: It's NOT carrier specific. It's buried deep in there somewhere in the phone settings but someone more enterprising than me
needs to tell us where it is and how to flip that bit.