So you just got a shiney new phone, but want to keep all of your SMS's (and contacts, calendar entries, etc) from your old Nokia. Having looked around on the Internet, you've come to the conclusion it doesn't work.
Don't fret -- it is!
If you've bought a shiney new Nokia phone (like my E65), then your phone comes with a USB cable and Nokia PC Suite. The only challenge is getting your old Nokia talking to PC suite.
It's actually easier than you think. Almost all non-archaic Nokias (since about the 8210, I think) have an Infrared port. Go and buy yourself a $10 infrared port off eBay.
To get my old 6610 talking to PC Suite I had to turn the baud rate of the infrared down to 9600 bps (I didn't even know 9600 was in use nowadays!). Simply create a backup of your old phone in PC Suite, and import it onto your new phone.
The only problem now is that in the messaging Inbox, for the messages off the old phone, it shows people's phone numbers (+61412345678) instead of their names ("Joe bloggs"). Still haven't figured out how to fix this one yet....