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Security and privacy of wireless sensor networks are key research issues recently. Most existing researches regarding wireless sensor network security consider homogenous sensor networks. To achieve better security and performance, we adopt a heterogeneous wireless sensor network (HWSN) model that consists of physically different types of sensor nodes. This paper presents a secure message distribution scheme with configurable privacy for HWSNs, which takes advantage of powerful high-end sensor nodes. The scheme establishes a message distribution topology in an efficient and secure manner. The sensor node can only generate one signature for all the messages for all the users, which can greatly save the communication and computation costs of the sensor node. On the other hand, the user can only know the messages intended for him based on a pre-set policy, which can meet the requirement of the privacy. We show that the scheme has small bandwidth requirements and it is resilient against the node compromise attack.