I've suffered the same problem as you guys, but I found a solution. Here are the steps I had to take to ensure the proper order of my SMS.
On your previous device you have to disable SMS threading. Here are the steps to do it (Assuming its WinMo 6.1):
1.) In your registry go to:
2.) Create new DWORD value name: SMSInboxThreadingDisabled
3.) Set the value for that DWORD to 1
4.) Exit and soft reset device
Now you have to install Jeyo Mobile Companion to back up your SMS on your old device. You can use it as a trial for 30 days. Here is the website: http://www.jeyo.com/companion.asp
1.) Connect your previous device to the software and backup your SMS only
(you will be given options to backup contacts and e-mail as well) using the software. It should be self-explanatory to do this. This creates a local backup file on your PC.
2.) Hard reset your Tilt 2
3.) Make sure in your Task Manager that Messaging is not in there
4.) Connect your Tilt 2 to Jeyo Mobile Companion. Choose the restore option to restore your SMS
5.) When the process is complete, go your SMS Inbox. If you see your Inbox sorting out your messages, then your job is complete. If you have a lot of SMS's this process can take a very long time. Do not interrupt the process at all! Just leave the phone idle for a while. If you do not see your Inbox sorting the SMS's continue reading.
6.) Delete all your SMS's on the Tilt 2. Make sure drafts, inbox, and sent items are empty. It can take a while to delete all the messages.
7.) Repeat steps 3-5
This is all based on my experience of restoring the SMS in the right order. If anyone has a simpler and more efficient way of doing this, please post.