ContentResolver cr = getContentResolver();
Cursor cur = cr.query(Uri.parse("content://sms/conversations/"), null,null,null, null);     

não está funcionando por quê?

<uses-permission android:name="android.permission.READ_SMS" />

permissions foram adicionados.

08-12 10:56:39.188: ERROR/AndroidRuntime(377): Caused by: android.database.sqlite.SQLiteException: near ",": syntax error: , while compiling: SELECT , body AS snippet FROM sms, (SELECT thread_id AS group_thread_id, MAX(date)AS group_date,COUNT(*) AS msg_count FROM sms GROUP BY thread_id) AS groups WHERE (sms.thread_id = groups.group_thread_id AND sms.date =groups.group_date)
08-12 10:56:39.188: ERROR/AndroidRuntime(377):     at android.database.DatabaseUtils.readExceptionFromParcel(DatabaseUtils.java:143)
08-12 10:56:39.188: ERROR/AndroidRuntime(377):     at android.database.DatabaseUtils.readExceptionFromParcel(DatabaseUtils.java:111)
08-12 10:56:39.188: ERROR/AndroidRuntime(377):     at android.content.ContentProviderProxy.bulkQuery(ContentProviderNative.java:279)
08-12 10:56:39.188: ERROR/AndroidRuntime(377):     at android.content.ContentProviderProxy.query(ContentProviderNative.java:298)
08-12 10:56:39.188: ERROR/AndroidRuntime(377):     at android.content.ContentResolver.query(ContentResolver.java:152)
08-12 10:56:39.188: ERROR/AndroidRuntime(377):     at com.GetMessages.GetConversations$FetchData.doInBackground(GetConversations.java:33)
08-12 10:56:39.188: ERROR/AndroidRuntime(377):     at com.GetMessages.GetConversations$FetchData.doInBackground(GetConversations.java:1)
08-12 10:56:39.188: ERROR/AndroidRuntime(377):     at android.os.AsyncTask$2.call(AsyncTask.java:185)
08-12 10:56:39.188: ERROR/AndroidRuntime(377):     at java.util.concurrent.FutureTask$Sync.innerRun(FutureTask.java:256)