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You should be able to see the SMS when you pull the notification bar, boot on safe mode and check again, if you see the SMS when you pull down the notification bar then it is a third party app causing this problem and could you use a different word, other than "broadcast" as it's confusing to understand what you are saying.
This is how to boot on safe mode
http://talk.sonymobile.com/t5/FAQ/How-to-boot-your-phone-into-safe-mode/m-p/348008#U348008
Could you upload the picture to box or dropbox and post the link here as I can't see the screenshot unltil it's approved by a moderator