Unable to change DSN messages

I was unable to customize the default DSN messages for Exchange Server 2013.

I'm able to use new-systemmessage to setup a customized DSN message, and I can see it using get-systemmessage, but when the system send me the DSN message I receive the default one instead of the customized.

I'm not pretty sure about the procedure, so I ask you what kind of steps I need to do.
I've already done the following:

a) New-SystemMessage bla bla bla (work fine and create the message)
b) Get-SystemMessage (work fine, show me the customized message)
c) Set-SystemMessage bla bla bla (work fine and change the message)

Thank you in advance.

Gio