In order for us to this stuff what we need to do is to download some application to back up some sms program... dont you worry to find that software jsut google it then you will find some application which is designed to back up sms messages
and for the step its very easy to follow along
The followings are step-by-step guides of how to backup messages:
Step 1. Click "start" and then select programs.
Step 2. Run "SMSBackup".
Step 3. Select "Backup" option on the left bottom
Select those SMS messages you wish to backup. You can backup all kinds of SMS
messages, including messages in Draft, Inbox, Outbox, Sent Items and Deleted Items. Besides, you can decide to only backup the SMS messages from a specific source, such as Inbox. Simply click the "Tick". Default setting will backup all.
Step 4. Click "Start Backup". Now you will want to input a backup file name, select folder, choose a backup file type(txt file or sms file) and select a save location.
Step 5. Then click ‘Save’ to start backup
Step 6. After backup completes, you can see the backup file on your phone and transfer it to your computer easily by ActiveSync.
Tutorial on How to backup SMS messages for windows mobile
