How do I save all MMS (with text, images & videos) from a non-jailbroken iPhone? [duplicate]

Do a backup of your iPhone. Backups are located here here ~/Library/Application Support/MobileSync/Backup. Find there a file called 3d0d7e5fb2ce288813306e4d4636395e047a3d28 (it might have some extension, can't remember from top of my head if it has one at all).

It is an SQLite db file so you can open in in SQLite browser of your choice then and access all your text messages.

PhoneView is awesome for the Mac, but you are on a PC. According to their FAQ:

Q: Is there a Windows version of PhoneView?

A: At this time, PhoneView is Mac-only. We recommend TouchCopy for Windows users.

Looks like TouchCopy will do what you want.