Well, this is something I've been trying to work out how to do for quite a while, I had browsed the entire file system of the phone through Windows, and by looking at it specifically through the phone, but couldn't find anything as to where it stored SMS text messages.
It's going to be that time of year again soon, when a browser gets updated and all developers frantically have to make their websites compatible and all working fantastically. However, this time around the team behind Internet Explorer 8 are going to make this much easier on all us devs.
This is something that baffled me for a good few months until I finally figured out what the hell was going on. If you develop in rails chances are you'll either be using Mongrel or WEBrick to run it locally, but sometimes when I went to start either of them I would get a "This port is already in use", which wasn't exactly fantastic.