Please help me with some questions I have regarding transferring data from my 600 to the 650

I synced up my 650 to my computer and it put in all my contacts, calendar entries, etc but it didnt transfer my SMS messages that were on my 600 to my 650. Is that normal?

Also- a BIG gripe for me - Is there a program out that would allow my 650 to sort my contacts by First Name, Last Name like the 600 does? I cannot take the sorting format of the 650 and cant function properly without it sorted it properly.

Lastly - my pictures from my 600 didnt transfer either. Is that normal? Anyway to get the pics on the 650?