You cannot just transfer messages only from the 3g to the 4, You will have to backup the the 3g in itunes , then restore the 4 from that backup in itunes. All the backup contenet from the 3g will also be on the 4. You cannont select items to restore, its all or nothing.
This site contains user submitted content, comments and opinions and is for informational purposes only.
Apple disclaims any and all liability for the acts, omissions and conduct of any third parties in connection with or related to your use of the site.