Are you looking for an free application to back up your SMSes, then SMSSyncUp is the perfect choice. This free tool SMSSyncUp, helps you to sync up/backup your SMSes to your GMail account. from your Windows Mobile phone.
Steps to Backup SMS;
1. Install the application on Windows Phone.
2. Choose your Gmail Account.
3. Open the application, and fill the Send To: with the gmail id to which you want to backup sms.
4. Go to Menu “Login”(it is not an actual login, you need to configure your Gmail account for it).
5. Login should enable the SMS folders dropdown with all your SMS folders.
6. Select the folder to backup.
7. Go to Menu “Sync SMS Folder”. This should start the message conversion to mail format. Progress will be displayed.
8. On completion it will prompt and then ask you if you want to sync.
9. Syncing would send Emails with Subject IMAPSMS| :Sender and the body will contain Message and time, the subject should help you to create proper rules in your Gmail account.