tricky questions. The only thing that I can think of for your friends w800 is to try to store the msgs to the memory card, but that might not be possible. He might just have to get into the habit of deleting msgs regularly. It also might be due to the fact that his phone's memory is used up elsewhere (pics/vids/games/phone numbers/etc.) - because the phone has 38MB of memory that is shared.
What nokia do you have? I just picked up a 5310xpress music for Tmo,because AT&T finally caught up to my employee plan
(i haven't been an employee for a year now)

i'll try BT'ing some files to it later to see if i can figure it out for you.
EDIT: what is the size of the file you're having trouble with?