how to keep text maseeges from Iphone 4 on sim card?

iPhones do not store data on SIM cards

That is correct

http://support.apple.com/kb/HT4994?viewlocale=en_US

You need to do a back up

WHAT IS CONTAINED IN A BACKUP

One active backup is contained in an iTunes backup and each time an new backup is created the previous backup is overwritten. An iTunes backup contains the following information:

• Contacts* and Contact Favorites (regularly sync contacts to a computer or cloud service such as iCloud to back them up).

• App Store Application data including in-app purchases (except the Application itself, its tmp and Caches folder).

• Application settings, preferences, and data, including documents.

• Autofill for webpages.

• CalDAV and subscribed calendar accounts.

• Calendar accounts.

• Calendar events.

• Call history.

• Camera Roll (Photos, screenshots, images saved, and videos taken. Videos greater than 2 GB are backed up with iOS 4.0 and later.)

Note: For devices without a camera, Camera Roll is called Saved Photos.

• Game Center account.

• Home screen arrangement.

• In-app purchases.

• Keychain (this includes email account passwords, Wi-Fi passwords, and passwords you enter into websites and some other applications. If you encrypt the backup with iOS 4 and later, you can transfer the keychain information to the new device. With an unencrypted backup, you can restore the keychain only to the same iOS device. If you are restoring to a new device with an unencrypted backup, you will need to enter these passwords again.)

• List of External Sync Sources (MobileMe, Exchange ActiveSync).

• Location service preferences for apps and websites you have allowed to use your location.

• Mail accounts (mail messages are not backed up).

• Installed Profiles. When restoring a backup to a different device, installed configuration profiles are not restored (such as accounts, restrictions, or anything which can be specified through an installed profile.) Any accounts or settings that are not associated with an installed profile will still be restored.

• Map bookmarks, recent searches, and the current location displayed in Maps.

• Microsoft Exchange account configurations.

• Network settings (saved Wi-Fi hotspots, VPN settings, network preferences).

• Nike + iPod saved workouts and settings.

• Notes.

• Offline web application cache/database.

• Paired Bluetooth devices (which can only be used if restored to the same phone that did the backup).

• Safari bookmarks, cookies, history, offline data, and currently open pages.

• Saved suggestion corrections (these are saved automatically as you reject suggested corrections).

• Messages (iMessage and carrier SMS or MMS pictures and videos).

• Trusted hosts that have certificates that cannot be verified.

• Voice memos.

• Voicemail token. (This is not the voicemail password, but is used for validation when connecting. This is only restored to a phone with the same phone number on the SIM card).

• Wallpapers.

• Web clips.

• YouTube bookmarks and history.

* Your contacts are part of the backup to preserve recent calls and favorites lists. Back up your contacts to a supported personal information manager (PIM), iCloud, or another cloud-based service to avoid any potential contact data loss.

There are three backups saved in iCloud and the following information is contained in an iCloud backup:

• Purchased music, movies, TV shows, apps, and books

• Photos and videos in your Camera Roll

• Device settings

• App data

• Home screen and app organization

• Messages (iMessage, SMS, and MMS)

• Ringtones

• Visual Voicemail

How to back up

http://support.apple.com/kb/ht1766

I am having trouble understanding your question. A backup saves all your messages. If you do not want some of them then delete them and then do the backup