The latest version of Jelly SMS includes an option to export messages via email
When you do this you will have a CSV file attached which you can open and view using MS Excel or Google Docs.
For older messages (pre-v.4) then check out the sql file attached. You can open this using the Firefox addon sqlite-manager. This would be helpful if you had lost some messages due to the upgrade to version 4.
Exporting messages from Jelly SMS on iOS