small util that might be useful for keeping logs of chats with your partner for evidence purposes when applying for a visa.
i don't use messenger, so i dont know if it has a built in log feature, but this claims to automatically log everything from Windows Messenger 4.x/5.x, MSN Messenger 6.x/7.x, and Windows Live Messenger, including instant messages, winks, emotion icons, hand writing, text font and colors, the online status of your contact, and all the activities like sent and received files, audio/video invitations in MSN Messenger.
http://www.formessengers.com/mlog.htm