Is it yahoo messenger? If so you have to make sure its on to save your conversations first. Go to contacts on top of the messenger, then click on message archives. If it is already turned on you will see your history. If not you have to go to message and click on preferences. you will have several choices click what you want to save them. After that all you have to do is go to contact and click on message archives and they will be there.
you can see the outbox and inbox too bar,and you can view your history! and you also can download a plugins for messenger, you can search at Google for detailed information! http://funadvice.com/r/3k2qtt4ac8