You can export your message history to the desired location for future review by taking one of the following two ways:
First, please click “History” on TradeManager:

Click “Export” button at the right top and select message time and type on the pop up window. Then click “OK”:

Please select the folder to save your message history on the pop up window. Click “Save” to save it in wmd format. You can not view it directly. It’s only the backup of Message History:

Second, click “Save” at the top of “Message Manager” as showed below:

Choose the folder where you want to save your message and click “Save” to save it in mht format. You can view it directly: