So first you’re downloading a chat client that you can’t verify the author, from a site that ISN’T run be the person who wrote it, and were downloading a pirated copy of the said client, AND it has built in booting capabilities which is probably what attracted you to it.
Normally I would be sympathetic but I find it hard to be given the circumstances. Perhaps you should just consider wiping your system.
By default the new messenger only saves archives until the end of the sessions. In order to save all messages until you decide to delete them open up the messenger preferences, go into “Archive” and select “Save all my messages on this computer”