I came here because I thought I get to see a cheap clone of a HTC 7 Pro with 1000 free Games on it.. something like that
You can backup your sms with this little helper:
But unfortunately(?) you'll need an unlock for this.
Well let's see... you might want to try this one:
I didn't used it, yet (both of them) I just remembered it, and used the search
This one backups your complete phone, and in my mind that should include sms either..
PS: Not sure how many sms you have, but you could just write down the realy important ones. .. I used to store all the sms of my girlfriend as well, but in the end you never really read them again.. until she breaks of
(furthermore I wasn't able to save every sms, since the memory on the devices was way smaller back then.. I know that my older sister used to copy her important sms into her diary, before she had to delete them to receive new ones