If your logging is turned on, then those chats, which fit into the logging parameters are saved on your hard drive automatically. If you want them saved elsewhere, change the location for the logs, or if you want them with a different name you can use the /copy command to copy the file to a new location &/or a new name.
/help /copy
If this isn't what you're referring to, please clarify what it is you're wanting to do.
