Compared to the iPhone's threaded SMS application, I must say Nokia's is very weak and impractical. The scrolling feature is horrendous because it does not allow you to read a message in it's entirety at once. Instead you have to painfully wait for the message to scroll across the screen.I know the scrolling feature is designed to free up some real estate on the screen of the device, however it's design is a huge flaw in my opinion.
I've been using another third party application to handle threaded SMS viewing. It is called iSms and it's absolutely fantastic. It has excellent integration with the phone's messaging application and the device looks beautiful, even on a smaller sized screen of the e71.