I just tried the option "create a different directory for each file", and files "七月(July) 2004.txt " are created under correct directories. Then I changed back to "create a directory each month for every file", but the directory "六月(June) 2004" is still not created, and new logs are just appended to the old ones.
Because the function happened to fail after changing to Messenger 6.1, I thought there might be a connection. Maybe it's just a coincidence.
Perhaps I should try to live with the other option?
(Traditional Chinese)加油!祝你考到心中理想的校系!