Suggesting otherwise is like saying you can automatically make my phone dial a number by sending me an SMS. Not physically possible.
It is indeed, totally possible! The SMS protocol was adapted so that people could send point to point text messages, but was originally designed into cell phones as a
control protocol, a function it still also serves today. Most people don't know that things like your voice mail message indicator status or caller ID are carried as control messages via the same SMS protocol as text messages. They are just processed by the phone so you don't actually see them. Flaws in cell phone firmware have led to some exploits in the past, most notably, the iPhone:
How To Hijack 'Every iPhone In The World' - Forbes.com These attacks were carried out by sending maliciously formatted SMS messages which the phone failed to reject (Apple was a bit of Newbie in the phone world at the time). It's the same situation here.