This is a limitation inherent to Windows Phone 7.x devices, for example, Lumia 800. The Windows Phone 7 platform is capable of transferring only 500 messages.
- What to check if I can't sign in or create the Microsoft account on my Lumia phone during the initial setup?
- My phone does not charge
- What is the Transfer my Data application on my Lumia with Windows Phone 8?
- Which transfer methods does the Transfer my Data application support?
- How can I transfer my contacts, messages, calendar entries or photos to my Lumia?