The OP is no longer with us, so I cannot be sure of his wishes, but I believe he wanted to be able to review them on the computer once transferred. iTunes will backup your SMS messages, but the file is an SQLite database, which is not human-readable.
The solution Kadelic posted will work splendidly to make that file human-readable.
If you're feeling adventurous and/or disinclined to spend cash, you can access and read your SMS messages from your iTunes backup by following the instructions here.
Note: The link for MesaSQLite for Mac OS X in that article doesn't work. You can find MesaSQLite here.
UPDATE: I could not get this to work. I've tried it with MesaSQLite and a couple of other SQLite applications and nothing. However, if I upload my SMS backup file to this website, it successfuly reads it and send me back a copy in either Excel, HTML, or PDF (I only tried with Excel).
I'm very curious as to why I cannot get the SMS backup file to open with any of the SQLite applications I tried. If anyone has some input, please share.
It would be great to be able to view this file locally, as I can understand that many people would not feel comfortable uploading a copy of their SMS backup file to a website.