I am not sure this works but it a good practice to try. It's called Android sms transfer. You can use it to back-up your sms in a .db file then restore it in your windows device. I have used it before between my android app, but I am not sure whether it can run on windows 8, though the developers do brag it can run on windows 8.Please try it and let me know if it works. Also I fund this on technobuzz
Did you find a good way to do this?... I too am looking to go WP>Android.I'm doing WP8 > Android, not the other way around.