"cellphone" shield?

How long are you waiting before sending the next SMS? I didn't see it documented in the datasheet but in the Telit datasheet (I use the GE865) they warn you that it could take up to 60 seconds before the message goes through. If you're trying to send the next message during this timeout period then you will probably get an error. Try issuing just a "AT" command prior to sending each SMS and see if that helps. If it does it's probably a timeout issue.