Most recent Nokia phones simply just don't allow this
To verify if yours is one of them. Go to your messages settings > other > memory in use > and see if sim memory appears.
If it does then select it as your storage location if it doesn't then your phone doesn't allow this
NOTE: most sim cards will allow you to store only about 20 messages. I have heard people saying they have sim cards that can store a total of around 200 but I personally haven't come across such.
that didnt work, but thanks for the suggestion
i actually searched through the whole of settings for messenging and i didnt find any way of setting my sms storage to SIM messages.
so what is this purpose of SIM messages if theres no way of accessing it?
You can use dongal to transfer messages to the sim, some dongal support this feature (eg. reliance). But it is possible to only those messages that were received after connecting the dongle to the PC. Iit could not transfer any messages that were already received and stored in your handset.