To my knowledge this is not possible since there is no WP7.x mechanism to backup text messages, but I hope I'm wrong for those that really want to preserve them. With WP8 onward, I believe you can back them up.
I don't believe that there is honestly an option to do this at the moment. Question is, how important is that text message to you, really, that you couldn't go on without it?
I don't believe that there is honestly an option to do this at the moment. Question is, how important is that text message to you, really, that you couldn't go on without it?
If it's not too long you could copy / past each text from the thread into an email or one note or something so at least you don't lose it. May take a while but its better than nothing.