i found lots of people who use windows mobile phone have a same trouble. that is people usally find it is diffcult to find a tool to back up his or her sms from windows mobile to pc. so here i introduce a useful tool, hope that it will can help you

Godsw Mobile SMS Transfer 2.0
Requirement: Pocket PC, Windows Mobi

Summary: GodswMobile SMS Transfer is a software application designed for cellphones running Microsoft Windows Mobile 5.0 or 6.0.

It allows you to transfer and backup your Windows Mobile SMS with your desktop computer.
It can transfer SMS from Windows Mobile Phone to computer; Transfer Windows Mobile Phone SMS to SIM card; Backup SMS into Text file (.txt) or Data file (.stf); Restore SMS to your Windows Mobile Phone; Read and Manage Windows Mobile SMS on your computer. In one word, you can transfer your SMS between Windows Mobile Phone with your PC.

Key Features:
* Transfer your SMS Messages into txt file format and save onto your pc..
* Restore SMS Messages from a sms backup file
* Support customized transfer
* Support unlimited SMS and contacts backup/restore.
* Transfer SMS messages into a txt file
* Fast backup and restore speed
* Easy to use

You can get an extra discount of 10% for purchasing and purchasing program donates to software wikipedia site
http://www.softwarewikipedia.com/index.php/GodswMobile_SMS_Converter
Enjoy it!