Concatenated messages are received in multiple parts, you will need to reassemble the message with in your own application.
To help you reassemble the message you will need to use the SMSMessage.UserDataHeader property, for example:
Message Part1: UserDataHeader = 050003470201
Message Part2: UserDataHeader = 050003470202
Where 5th and 6th characters are the message id (e.g. '47')
Where 7th and 8th characters are the total number of message parts (e.g. '02')
Where 9th and 10th characters are the message part number (e.g. '01' = 1st message part, '02' = 2nd message part)
Please note: Message-ids are generated by the sending device. Therefore, to uniquely identify the message you need to use the message-id and the sender's phone number.