The simultaneous use of data when using 3G service seems to depend mostly on the carrier's implementation. I know that in the USA, AT&T and T-Mobile can do this since the GSM band and 3G bands are separate and different. There is apparently some question whether or not this works on CDMA phones and EV-DO.
With regard to SMS, this has nothing to do with data service as it's a protocol of the underlying voice (GSM/CDMA) service. Of course you can receive texts while on the phone--that's been possible before phones could even do data.