You need to change your delimiter when you define the trigger. Otherwise, MySQL thinks the ; at the end of your statement is the end of your trigger.
CREATE TRIGGER customer_call AFTER INSERT ON cdr FOR EACH ROW
INSERT INTO smscalls (`id`,`from`,`to`,`state`,`sent`) VALUES (0,'1','1','1','0');
Also, is there a reason you're inserting the exact same record each time? (Unless there's an auto_increment primary key -that is NOT listed here- then only the first insert will succeed.) And why insert the id as a number, but the other cols as numeric strings?