Here is a cool bit of free ware to enable SMS threading on The Treo 700wx.

Great software and once going works great.

http://benhirashima.com/software/

Even better for the Apache or Titan here is a WM6 link http://forum.ppcgeeks.com/showthread.php?t=7769&highlight=apache+threaded

Both work great.. TXTMAN requires .Net 2.0 but i like it on my treo!!