Yes I did mean text messages. I'm sure I read somewhere about this app but I think the subject was for catching cheating partners
I've tried googling but I come up with loads of stuff and I'm not sure which one I should be looking at. Some are like USB Sticks that you put the SIM in, but they're expensive and only available from the States.
I guess I'm going to have to keep googling, or accept their loss
Ah. If you mean text messages then, sorry, I don't think there is any way of getting them back unless you had previously backed it up. Email messages are a different matter and you should be able to get those back through whoever runs your email service (eg, GMail, Yahoo etc).
Although it won't help this time in the future you could use an app such as SMS Backup+ that automatically backs up your text messages to GMail.