On most phones, that usually means that a message was not delivered.
I thought the same thing, that the message must not be going through, however I check with my friends and they do receive the messages. So, now I am wondering if my phone automatically resends a message that doesn't make it the first time? If the phone did resend the message on it's own would it show up on my text log? Because the only thing that shows is my sent message with the symbol on the far right side (envelope with a red X on it).