do I understand correctly ?
what you have in Windows Mo is just all SMS messages, grouped by recipient.
if you have 100 SMS in/out with Jane Doe, and 2 with Mr. T, you want two entries : one for Jane Doe and one for Mr. T.
Inthe blackberry I guess you can search the SMS list by recipient too. and save a custom search for it.
example of such a search, taking Jane Doe :
SEARCH
Name: doe
In: Any Address Field
Subject:
Message:
Include Encrypted Messages: Yes
Service: All Services
Folder: All folders
Show: Sent and Received
Type: SMS
The search box on top-right of this page is your true friend, and the public Knowledge Base too: