This is what I would do
1. If you don't have a gmail account, get one, this will make your transition of your contacts much smoother. You can sync them with Gmail, hopefully from your TP to your Hero.
2. Since it's a new phone, I'd start SMS from scratch, is it really important to back up your existing SMS on your TP? I don't think that the PIMbackup would work since it's a WM product. It's possible that there's a cross-platform program for that
I did a "Let Me Google The For You"
here's the results
http://tinyurl.com/yej7pmt