Many instant messaging programs have a logging feature that holds records of your conversation that you can examine later on if you wish. So, depending on which program you use, you may well find records on your own machine.Anything that passes over a network can be intercepted / stored / analyzed by system administrators and similarly privileged individuals if they choose to do so. Encryption can provide some modest protection from the idly curious. Some companies will routinely monitor/store all employee traffic up to the limit (I hope) of applicable privacy laws. Security services are believed to routinely monitor communication traffic searching for suspicious conversations, and it's unlikely IM messages escape this.