If you have not received any SMS from EPF, then try to find out from your old employer when they submitted your withdrawal form. Ask them to provide proof of submission along with a copy of the forms. To do this, send them a letter via registered or speed post only. You may also consider marking a copy of the letter to the EPF Office.
Alternatively, you can check your withdrawal status on
http://epfindia.com (link updated to site home). If the status does not show as received and under process even after one week from the sending date, you can write to the EPF Office to inquire about the status of your request.
I hope this information proves helpful to you. Cheers.