Q: Transfer text messages from iPhone 3 to iPhone 3GS

Not really.  You can't selectively transfer just text messages.  You would have to restore your 3GS from the backup of your iPhone 3 to accomplish this, which would replace all your data and settings with the contents of the iPhone 3, not just text messages.

It should of restored ALL your messages that were included in the backup.

Did you choose 'Restore from a previous backup' and not set it up as a new phone?

If you still have your iPhone 3 you could start over and try again.  First confirm that the text messages are still on your iPhone 3, then change the name of the iPhone 3 before backing it up so it's easier to identify the correct backup to restore from (http://support.apple.com/kb/HT3965).  Then sync your iPhone 3 again to create another backup. When done, connect your 3GS and try restoring from the iPhone 3 backup again.

Personally, I wouldn't bother saving text messages.  Go on and make new text messages.