SMS folders in SMS

[iphone-user]

I used to have a Blackberry before getting my iPhone 4. With it I could manage my SMS messages and move them easily to a "Save" folder when I wished to. The iPhone app is really limited. I tried installing irealSMS, and while it has folders such as, inbox, outbox, drafts.... it does not have a "save" folder nor the ability to add additionl folders. Is there an ap that I can get which will facilitate this? I want to be able to manage my SMS messages on my iPhone device and not on my PC.