http://forum.xda-developers.com/showthread.php?t=328363
I use this ^^ It works really good and has added benifit of seperating the msgs. What is so great about it is it skins the original winmo sms so you don't have another program running.
Just press on the title and the menu will pop up with forward ability. Only drawback is the app loads slightly slower than the standard WinMo threaded sms