The rule doesn't apply to a word's written form. It applies to a word's spoken form. "sms" and "std" are written with a consonant-initial, yes, but that consonant, "s", is pronounced with a vowel. Say the alphabet, a b c d . . . s t u . . .
Note, United States is written with a vowel, "U", but that vowel is pronounced [ju:], with consonant-initial [j] <y>. So, a United States member, not an United States member.