Hi brenda,
There is no AT command for this. You have to use PDU mode in order to send FLASH SMS. First you must undertand how PDU works, then you should know that this function is not supported by all phones.

Try http://www.traud.de/gsm/ and http://www.dreamfabric.com/sms/
for more information on Flash messaging and PDU mode.

Regards
Kypros