Today I wanted to download all sent and received SMSes from my Nokia 6021 phone via Bluetooth. This utility worked for me on Mac OS X: Phone Director 1.4.2 available here: http://www.macmedia.sk/download.htm.
You need to create a COM port with the Nokia PC Suite service as described in the Bluetooth README which comes with Phone Director. Then select this new com port in the preferences.
When you save the SMSes as text it will save it with CR line endings and UFT-8 encoding. To convert this to Latin1 and LF line endings (which I prefer) use this:
recode utf8/cr..latin1 SMS.txt
You can get recode from: http://recode.progiciels-bpi.ca/