Actually I believe they're stored like:
logs\Network\testnick.log

And if you have date enabled in filenames it would look like:
logs\Network\testnick.20050831.log

Code:
On *:Open:?:*: {
  var %x = $findfile($mircdir,*.log,0)
  while (%x) {
    if ($+(*,$nick,*) iswm $+(",$findfile($mircdir,*.log,%x),")) loadbuf $nick $v2
    dec %x
  }
}


Maybe something like that to check if $nick has a conversation with you previously then load it.
*shrugs* just an example/idea.


-Andy