Just adhere to these instructions.
Note: These instructions are provided for the stock Google Messaging app.
Your carrier may provide you with a different messaging solution.
The steps for other messaging apps are usually very similar.
FAQ
Why dont I have this option on my machine?
Be sure you are tapping and holding a single message.
Not an entire thread.
You cannot forward an entire thread at once.
There are a few wireless carriers that disallow this option.
In these cases, it is recommended you download and useHandcentorChompSMSfor sending and receiving text messages.