MSN has chat logging but the individual user has to enable it. I dont know about Yahoo, and google talk. You would have to look in the program options.
But i don't have password of this users .... then ?
for windows 7...
libraries>documents>myreceivedfiles>(the part of your email before @ PLUS very muuch of numbers...)>in there u will find files with the name of the contact person u had a chat with...dont know with what u have to open it but i guess just open it with msn.