I'm sure this has been there for nearly a month now.....
But anyway this is what I found out about it
"The yellow button doesnt actually do anything at the moment. In the future, customers will be able to get a Message Alert whenever they receive a new SMS text or email (such as talk21 which is available in interactive). User will have too register with a service provider which will offer this service.
On registration, they will be informed that that this service is available then, when a message is received, the service provider relays to Sky that there is a message and, in turn, Sky sends an alert to Sky Guide."
Whether it's correct or not I dunno but there aren't any details from $ky about it :pp