1. A messaging system comprising: a communication server having a plurality of clients, the communication server configured to initiate and administer messaging sessions between two or more of the clients; an interface for creating a compliance policy defining messages of interest; and a compliance agent configured to monitor the messaging sessions, identify messages of interest within the messaging sessions and direct storage of identified messages, wherein the compliance agent determines a file format of the identified messages and optionally converts identified messages to a file format specified in the compliance policy.