web based messenger at work – files saved?

Hello.

Some collegues and have been using “e-messenger” or other online, web based messenger (but not msn web messenger) at work.

Our company recently changed the policy, and said that they do not want us using this at work. We were curious – you now how, on “real” msn, you can tick the option where it automatically saves your conversations to a certain msn convo file? Is the same true for web-based messengers? If so, where would we find them? We couldn’t find the option to save or not to save our conversations on web based messengers, so we weren’t sure if the program automatically saved our convos to our desktop or not, and we can’t find them

Thanks.

Mike.