jamesNYC, the feature you had on your previous device was very helpful and something I would have enjoyed myself. I understand how not having it may concern you. I reviewed some information about the features of both phones and the iphone 4 does not have this feature. When sending a message from the iphone 4, once the message is sent the time and date will automatically display above the message. This time and date identifies when the message was sent from your device successfully but the phone does not give a time and date confirmation of delivery for the message. When someone replies to your message, the phone also doesn't provide a time and date you received it. This is not a setting on your account you can change. This is a setting within the device that is set up by the manufacture.
I know this can be upsetting but the iphone 4 has so many other features I hope you will come to enjoy.