While the SMS Window is open Vodafone Mobile Connect Lite will check your phone regularly to see if there are any new text messages.
When a new text message arrives it appears in the inbox and is displayed in bold type until you have read it. At the same time a new message icon will appear in the Windows Notification Area. This icon disappears once the message is read.
You can choose to automatically delete messages on your phone once they have appeared in the SMS Window by going to Preferences | Messages.