<list>
<sms>
<status>status</status>
<send_date>send_date</send_date>
<phone>phone</phone>
<sender_id>sender</sender_id>
<message>message</message>
<id>id</id>
</sms>
</list>

@XmlRootElement(name = "sms")
public class SMS {
    @XmlElement(name = "phone")
    String phone;
    @XmlElement(name = "message")
    String message;

    public String getPhone() {
        return phone;
    }

    public String getMessage() {
        return message;
    }
}

Reader in = new BufferedReader(new InputStreamReader(conn.getInputStream(), "UTF-8")); //результат Post запроса
SMS sms = JAXB.unmarshal(in, SMS.class);
System.out.println(sms.getPhone() + " - " + sms.getMessage());

@XmlRootElement(name = "list")