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This is just my hunch, not proven fact: The scenario you describe may end up being such that you cannot get the names assigned to the SMS's anymore, BUT you can try if this helps at all: Connect phone to PC, open "messages" in PC Suite (it opens the Nokia Phone Browser), make sure you have "folders" view active in Windows Explorer and to this:
Scroll to phone icon in folders view, check phone folder, select "contacts" folder and allow PC Suite to read the phone contacts to the right hand side in your explorer view.
Now move to "messages" folder and let PC Suite read the messages to the right hand side. Are the names visible instead of numbers now ?
If not, you can still try this: click on "new message" icon and start writing a fresh SMS. Select "to" and wait until your contacts are visible i the selection list, select one contact ( you don't need to actually send an SMS, just close the window now)
Then go again to messages folder - inbox and allow the SMS messages to be read to the PC side. Any help ?
Assuming you are using the latest available PC Suite or course