One of the things that could be happening is that your friend's Facebook profile may be set as the primary profile. Also, check in the text message window to make sure you have the chat bubble with "SMS" inside of it to be sure it's sending to their mobile number. If not, just click that little button with the Facebook icon and select the SMS option.
So if my contacts primary profile is set to facebook the pre posts on the contacts wall rather than an sms?
I don't think that is the case. Can someone elaborate on this feature?
Well, if their Facebook profile is set as the primary, when you click their name to send them a message it's going to default to send it to the Facebook portion of the contact. When you switch their primary account to be the actual contact for the phone, it's going to default to send the message their SMS. It makes plenty of sense.