Share your experience!
The reason I'm asking is because this option it's not available on all Xperias.
Perhaps @Rickard could comment on this
I'm afraid there's no setting in the phone that allows you to change how it displays a cell broadcast message.
It may perhaps be possible by using a 3:rd party app like the one uliwooly suggested but i'm afraid i can't test it from my current location as there are no cell broadcast messages here.