MSN? Normally as in chat window itself, it will disappear unless you enable the option to store all your chats in txt file, it will be in your computer until your harddrive become nonrestroable and die
Yeah if you want to keep the log histry you need to click enable that option first. orelse it will gone after you closed the chat window. and make sure you delete the log if you dont want anyone know what did you talked with others.
Yeah, it stores .xml USUALLY, it is stored: C:\Documents and Settings\"yourloginname"\My Documents\My Received Files\"yourMSNidentity"\History