Hi: A good work around is to take a pictue of the text message while it's on the screen. When you take a picture of it, the picture will get saved in your photo album and you will have it that way at least.
To take a picture of the screen, any screen in fact, Hold down the HOME key then press and release the SLEEP/WAKE BUTTON. You will see a flash of light on the screen and hear the picture taking sound.
You're welcome! I didn't know if you knew about the screen capture since you just bought the phone. I'm glad you know it. You are going to love this phone! I know I do. When I first got my phone I couldn't hardly put it down. Good thing I was off of work that week. Took Vacation that week and I will again when the new one comes out this Summer!