First, log in your account in your old phone, back up all your messages and settings.
For details, you can view how to back up and the walkthrough video below
http://www.handcent.com/dir/new/help/doHelp?hid=345
Once you've successfully backed up your old messages, open
Handcent Next SMS in your new device
Go to restore and select the one you just backed up
Once it's finished, everything will be seamlessly transferred to the new device.