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That's a common bug in many Android built-in messaging apps, and is especially known on HTC.
Basically, without getting too technical, SMS messages have two timestamps by design - the app should be displaying the local time timestamp but grabs the other one instead.
It's not worth hassling, honestly. Best advice I can give - use a better 3rd party SMS app, free from the Android Market. Those apps exist to solve that bug and to offer more features over the stock texting app anyway.
Personally, I prefer the Handcent app - does more than stock and no timestamp bug. Others prefer equally good 3rd party alternatives.
Most of us would expect them to fix this bug long along - it's part of the common Android code and it's not like some mystery what's wrong. But still, getting a better app is easier and less worry.
Hope this helps!