This does not need terminal support. (Score 1)

This seems to be an MMS going out to the handset with a link to a web/wap site embedded in the message. Clicking this link will setup a GPRS connection to the site, which will flash the message and delete it. This is stock 3GPP usage with no protocol updates necessary. Please note, however, that it is not a text message. The sender does not use SMPP to push out a SMS message (max 160 byte) through the SMSC. This will cost both the message sender and receiver a lot more traffic than a regular SMS. /M