It isn't an SMS box, it is a messages box. All messages, email, SMS, etc go there by default.
To separate mail and SMS: Messages > Options > General Options > Email & SMS = Separate. Also try a search on "separate SMS".
Here is a link from the FAQ on the gmail issue. Not sure if it answers your specific concern. If not try looking at the FAQ and doing a search.
http://www.blackberryforums.com/gene...-handheld.html
This might also help:
Tips and Tricks - BlackBerryFAQ