Late October? Or Sept? Like I said, check the current message retention setting. It could be a week, it could be a month or you can set it to forever. It's not limited, but you have to set it up how you want it to work. Your Curve has 128Mb of RAM. That is shared with OS, apps and messages. The messages, however are very small. When reading a mail anything over ~4k will not be collected from the server until you scroll down, when it will download the rest of the msg in the background so you can read it (sometimes you'll see 'fetching more, 3876 bytes' or similar). If you had 30Mb free for messages, you could still keep more than 7000 messages before you ran out of memory and it's unlikely you will have that little unless you install tons of apps.
The SD cards are hot-swappable, i.e., you cannot guarantee that a card is there or will remain to be there. They use internal memory and as a messaging unit are not designed to keep an entire PST like a desktop computer.
It's a learning curve, but you can also split out the SMS and Phone logs so they don't show in your messages list. I don't like SMS to be mixed in with email, but I do have phone logs in my messages list. You can mix it up how you like it. In each area, hit BB key then options to set it up just how you like it.
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