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What program can I use to back up texts on my phone? I was using My Phone Explorer with my K800, but it doesn't seem to make a connection with my X10 mini pro.
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You best and quickest method is to search the Android Market for "SMS backup" and try one out. Make sure you find out where it is saving (phone memory, memory card) so you know how to get the SMS back 
3rd party messaging apps... mosty all of them hav dis feature.. my personal favorite.."go sms pro".. stores in the memory card...!
SMS/MMS
if you don't want to use the backup & restore app then
Install "backup SMS" to back up your SMS and MMS to your Gmail
https://market.android.com/details?id=com.zegoggles.smssync&feature=search_result
or your SMS use
"backup & restore SMS"
https://market.android.com/details?id=com.riteshsahu.SMSBackupRestore&feature=search_result
or for your MMS use "Save MMS"
https://market.android.com/details?id=com.schwimmer.android.mmsextract&feature=search_result
Call Logs
And for call logs this is great
https://market.android.com/details?id=com.yang.android.ansta
Contacts
just to play it safe sync your contacts w/ google if you haven't already
open your phonebook