The short message file sent by my mobile phone can't be opened.

That depends on the format of SMS files on your mobile phone. Since it can't be opened, it means that the computer can't recognize your short message file format everywhere. You can download a suitable browsing software from the Internet and open it on your computer according to your short message file format. (The file format refers to the file suffix: for example, the text document is TXT, and the Word text is DOC. )