Download the latest version of the Samsung Pc studio from here
http://downloadcenter.samsung.com/content/SW/200904/20090409151034218/New_PC_Studio_1.1.2.ID3.exe and install it on your pc. Insert memory card in your phone and in your mobile phone, go to Menu, then Settings, then Phone settings. After that scroll down to Pc connections and select "Mass storage" option. Next connect the phone to your pc and then launch Samsung Pc Studio. This time it will automatically recognize your samsung phone. Open up Samsung Pc Studio and click on "transferring messages" or something and transfer all your messages to your pc.