If you have a backup of your iPhone in your computer: right click on your iPhone in iTunes and select "restore from backup". After that, you should have all the data from that backup, including messages.
What if my most resent back up was to iCloud how do I do it then?
As I did the restore and got my messages back but lost all recent photos and text because I have my phone set to back up to iCloud but I have windows XP and I can't get onto iCloud with it. Help anyone?