In order to migrate your old sms to the iphone you have to:

use Nokia PC Suite to save you SMS to CSV-format
convert the SMS to the iPhone format with my nokia2iphone tool
move the generated file (sms.db) to the jailbroken iPhone, following those ultra-easy steps (just use DiskAid to overwrite the pre-existing /var/mobile/Library/SMS/sms.db file)
make sure to [...]