WAP Push WSP while transfering data


I use to get SMS with a CMGL AT command, but when I use my modem to transfer TCP network, I can not receive anymore SMS until I disconnect (hang-up).

Nevertheless, phones can receive SMS notifications (WAP Push WSP) while surfing.

I can capture the serial data : it contains only data packets, I mean no SMS.
Can you tell me how to capture these SMS notifications (I use Wavecom GPRS modems).

Do I need to use Open AT SDK platform?

Thanks a lot in advance.