Actually I don't know about the settings of your handset. But, I have Nokia 6600. If you have the similar settings in your handset, to change the message memory into memory card do the following....
1) Open Messaging> Options> Settings> Other> Memory in use.
2) Change it from Phone memory to Memory card.
3) On changing 1 question will be asked: Copy all messages to the new message memory?
4) If u want to copy then Yes, otherwise No.
5) After that 1 more question will be asked: Save original messages?
6) Do it as your wish.
I think yours is a Symbian phone.
So, you can download many free softwares from the internet to maintain the system more efficiently. To increase memory you may get softwares like Zipman(to compress files & app.), Save memory(to clear log files), etc. There are so many websites for free Symbian & Java softwares. The phone will support .sis & .jar files. Search in Google for that is the easy way, like 'free 6300 software download'
I gave the details from my experience with my 6600. I think it may help you too.