I've use MyPhoneExplorer from www.fjsoft.at to open my K800i's memory, and saved all messages as an archive in .SMS and .TXT as I don't know which format will my iPhone3G will accept.
The question now is how am I going to transfer it properly on my iPhone.
I'm using Windows Vista but can use my MacbookPro whichever the easiest process possible.
Try using this. Using SFTP in OS X with iPhone - ModMyi - Wiki
I'm not exactly sure where text messages are.
Probably under apps.
There you should be able to see the format and drop yours in.
Hope it works out.
Don't think it's gonna happen. The iPhone stores text message files in a "conversation" type format/layout. If you imported just a long list of texts it wouldn't know what to do with them.