Transfer or move all your sms messages from your s60 phone memory to MMC easily.

Make sure that Messaging memory is set to Phone Memory
(Messages -> Settings -> Other -> Memory -> Phone memory).

With FExplorer, go to E:\System\Mail and delete the whole dir.
Not just the content, the whole dir.
Go to Messages -> Settings -> Other -> Memory and select “MMC”

Now you will be prompted if you would like to copy the messages to your “new” location