Welcome to Vodafone Community
I have just received my new 630 and have the same problem, been in vodafone shop in Eastleigh and they can't sort it out. I can receive messages fine and I can send picture messgaes fine but cannot send a simple text message.
Phone has been turned on and off a dozen or so times and have made sure it is fully up to date.
At this rate it will be going back.