mobile_midget,
If you are satisfied with the phone as-is, you might want to double-think about upgrading. The process itself is simple (having done it so many times now), but if you slip up, you'll end up with a brick (nearly got there once myself).
Now, if all you want is to print out your SMS's I suggest the app called "Txtract". It's there on the market and by default will copy over your SMS's to "download\txtract\" location on your phone as HTML. If you want, it seems that you can email the SMS's to your gmail as well (I don't use email on the phone, so I don't know how well this works).
I just installed the app right now and exported my SMS's to HTML. Once on the PC, it's a simple matter to print the whole lot out.
Regarding PC studio, just leave it on your system and don't ever touch it again. Having owned 3 'smart' phones, I just don't see any value of keeping the manufacturer's apps. I leave the Samsung PC suite on my system ONLY for the drivers that come with it.
A bit off-topic,
Considering that you want to print the SMS's as proof documents,
consult a layer about them. i.e. check up if those prints will be valid in court.
The laws vary from country to country. For example, if I recorded a phone conversation on the phone's microSD card, only the microSD card itself will be valid in my courts (India). If I copy over the file elsewhere (like my PC) and present that copy to the judge, he will kick it out as 'invalid' evidence.
But lets not get into all that here. mobile_midget, just remember - after you make the printouts, show them to a layer and confirm that it's valid. Until then, do NOT delete or re-flash your phone.
Thinking about odd laws now,
chronodekar