Registry

We run a WinNT 4.0 network with WinNt 4.0 on all workstations. There is a person who sends instant messages to other people but the messages are not logging into the registry. They are usually stored at Hkey/users/software/microsoft/windows/currentversion.explorer/runmru. Is there another place the messages could be stored or do I have to initilize something on the persons pc to force the messages to stay in the registry.