Thinking aloud here but shouldn't there be an option in it somewhere to keep logs of the conversations? Or have you tried a right click on the name of the person and looked to see if you get an option somewhere along the lines of "View Log"?
Just thoughts and as I don't use it or have it installed I dont actually know if these will work.
Thanks dani, but the messenger i mean is the one that pops up with a dialog message.... net send [username] [message] in a cmd prompt. sometimes i press space, since i might be working on something and it closes, and i have to ask for a resend. also its nice convo somedays over net send to pass time.