The D means delivery of a PIN message, not a text message.
To retrieve a lost call, Go Call Log>Call Voice Mail, and follow the prompts.
To be sure you never miss a call again, Go to Call Log>Options>Call Logging and on the Call Logging screen, check Missed Calls, All Calls or None. If you miss a call, it will show up in your Messages List so you can call them back by clicking on that message, highlighting the number and press Call or whatever that option is.
I just looked at a 7250 on www.blackberry.com
(I'm not familiar with that many qwerty keyboard BB's) and your only option for making/receiving calls is the trackwheel.
Check the Wallpapers, Themes and Ringtones section of this site for ringtones.