Sorry, I should have been more specific about which SMS Backup app I use because there is more than one on the Market. I believe the one you are using is allows you to back them up to your Gmail account, but I am not sure how to restore them. The app I use is extremely simple. It is called SMS Backup and it is by Michele Valentini. I was mistaken earlier that you need an external SD card because you could back your SMS messages to your internal SD card and then copy the SMS messages to your computer through the USB cable.
The app you are using may be better for you if you can figure out how to restore them from your Gmail account because then it backs them up and stores them in a location separate from your phone in one step. The one I use requires you to copy the SMS messages off of the internal SD card or you will lose them when you get a new phone.