I don't think you can. I've checked stock and go SMS(overly similar to handcent) and neither have that feature. I'd love to be proven wrong here but I just don't think it's possible.
Yes I use Handscent and cant find a way thers no way I want to go and copy and paste it all!! This would suck if I cant but there has to be a way to do it! If not a dev needs to get on this it would be a great feature to have, I know other phones can do it.