In texting and other forms of Internet-related shorthand, "SMH" means "shaking my head." This is usually expressed as a form of disbelief or disappointment. "SMH" and related initialisms are especially useful in social media, where character restraints are more likely to stifle the expression of a user.
Initialisms differ from acronyms in that they are referred to as a sequence of letters and not spoken as a word. In some cases, the initialism's meaning is lost due to frequent or outdated usage. SAT demonstrates this phenomenon, as the initialism has completely overtaken its original meaning of "Scholastic Achievement Test." "CD-ROM" is an example of both an initialism (CD) and an acronym (ROM).