I've got this bug too. Nokia Messaging was available when using my T-Mobile (USA) sim card on PR 1.1(.1), but when upgrading to PR 1.2 (clean install) it doesn't show up on the wizard anymore.

The solution I found was simply trying it with another provider sim card, I found a dead AT&T sim card, and set it up using wifi normally.

Here's the bugzilla entry for this: https://bugs.maemo.org/show_bug.cgi?id=9613 (marked as WORKSFORME :/)