How to save text message? and how assining tone to incoming sms?

You can try a pc program called iPubsoft Android Desktop Manager. Easy to use. Just connect both your android phone to computer via usb and then click the transfer button. See the tutorial on how to transfer SMS Text Messages from android phone to computer. How to Transfer Text Messages from Android to Computer

I think you can down this app.
http://www.godswmobile.com/transfer-sms-from-windows-mobile-phone-to-pc.html
Itcan help you transfer your sms from your cell phone to PC.
And remember this software just for the phones that running windows system 5.xor 6.x

You can transfer your text messages to your PC by installing a software on your PC called Jeyo Mobile Companion. download this software, install it and then connect your phone with the PC. once synchronized, you will be able to transfer all your text messages to your PC as a "Notepad" document! i hope this works for yah.. for your other question, go to start then settings, then "sounds and notifications", then go to the "notifications" tab, then in the "event" pull down menu select "messaging:new text message" and then check the "play sound" check box and then select any sound you would like. simple isn't it? ;)