I believe the Intent is:
public static final String SMS_RECEIVED_ACTION = "android.provider.Telephony.SMS_SENT";
This guy had an article about how to build a BroadcastReceiver to do this.
http://mobiforge.com/developing/story/sms-messaging-android
However, I did a quick search through the Android documentation and couldn't find an android.provider.Telephony class. It may no longer be supported in the latest version of Android. However, its worth trying out. If you could respond back with a comment to let me know if this intent still works or not that'd be awesome. Not sure why it's not on the documentation site.
Here's a similar question about listening for sms received events:
android.provider.Telephony.SMS_RECEIVED not available