Yahoo! Messenger for Vista is a only a preview right now. The archiving feature is not yet available in the preview version. Don't worry though -- your archives are still whole and intact in your old version of Messenger, and you can still view them by opening your old version, if it was not uninstalled when you installed the Vista version. Keep in mind though, any messages you send or receive while using the Vista version of Yahoo! Messenger will not be archived.