The growing awareness that human communications and social interactions are assuming a stratified structure, due to the availability of multiple techno-communication channels, including online social networks, mobile phone calls, short messages (SMS) and e-mails, has recently led to the study of multidimensional networks, as a step further the classical Social Network Analysis. A few papers have been dedicated to develop the theoretical framework to deal with such multiplex networks and to analyze some example of multidimensional social networks. In this context we perform the first study of the multiplex mobile social network, gathered from the records of both call and text message activities of millions of users of a large mobile phone operator over a period of 12 weeks. While social networks constructed from mobile phone datasets have drawn great attention in recent years, so far studies have dealt with text message and call data, separately, providing a very partial view of people sociality expressed on phone. Here we analyze how the call and the text message dimensions overlap showing how many information about links and nodes could be lost only accounting for a single layer and how users adopt different media channels to interact with their neighborhood.