Troubles with text message to plain ole' cell phone

Just decided to try the Message to Mobile Device feature, sending to a
TracFone.

Upon first attempt to send, the phone recieves two messages. First is a
generic Welcome to messages from MSN Messenger - Thanks M$, for spending my
money telling me nothing.

The second is a message stating that:
"<userid> wants to send a message from Windows Live Messenger. Reply A to
allow the message to be sent to your phone or D to deny. From <big bunch of
digits>"

So I hit the Reply button on my phone, enter the letter A, and send it.

Then nothing, nada, zilch, zero.

Another attempt to send a message from the PC engenders an error message in
the chat box:
"This message could not be delivered to the recipient"

So, what's going wrong, and how can I fix it?

tia

Val