gmc1500z71,
there a a few ways to get your sms and mms messages off your phone and on to your pc. SMS and MMS messages are stored as database files on your data partition. to find them, you need a file explorer. they are stored in /data/data/com.android.providers.telephony/databases/. it is one file, and you can copy it to your computer. However, you need an sqlite database reader.

Another option is to look for a good sms backup application and see if it will store each message as a readable xml file.
hope this helps!