MSN Messenger question

i recently installled msn messenger 6 i think for mac and I noticed that when u open a conversation with someone, it doesnt appear as a separate window in the dock/task and the only way to find it is look on desktop and tedious when many convos open. I recently swithced from PC and on PC all conversations opened as separte windows in task bar.

Is there any way to do this by changing options on mac messenegr to avoid searching hassle.

Thank You