You can save text messages, emails and your contacts to your SIM card.
1. Chose "Menu" -> "Contacts", or a similar label. Select "Options," then "Settings" or a similar option.

2. Look for an option to "Copy to Phone/SIM", "Move to Phone/SIM", "Save Contacts to SIM" or similar wording. If you don't see this option, your phone may not be equipped to save contacts on a removable SIM card.

3. Choose right option, and wait few minutes for the transfer to complete.

Some kind of phones don't allow copy/move all contacts at once.