If you do a full backup on desktop manager it does do a full backup of whatever content you have stored on your phone including the SMS messages.
The only problem is that everything is compressed into a file so it's not readable when you try to open it on a PC. Is it possible to use your phone to show in court?
Edit: Remember that you can carry the file on a flash drive or your memory card, but still not viewable as a read file.
You can forward the text messages to yourself then print them out on your pc. Open the text press the bb button then select forward then type in your email.
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