You can't restart it without the battery. Not even if it's plugged into the USB port for charging. You still have to have the battery. And a battery pull will not wipe any data.
You have few choices for saving SMS messages:
1. Desktop Manager - backup. You can later use ABC Amber Converter to pull them out of the backup file.
2. Forward them to another device or as email. You might need to copy/paste the contents into a new email.
3. Aftermarket Software: SMS Archiving Software