go to
tools- options- message and then check "automatically keep history of my conversation"

and yeah to retrieve it
go to files- view message history and then click the person whose conversation you want to see

Thanks sa54. I knew this but I couldn;t retrive any msgs coz my option was unchecked. I was just wondering if theres any possibilty that msgs get saved somewhere even if the "Save msg automatically" option is unchecked.

 

Nah. No chance.