I recently noticed
this.
Like I said, I don't have any month folders for the entire 2005, all logs are in one file. I have latest Plus! (3.54.132), MSN Messenger 7.0.0813 (not latest I know but I don't see how that could be the problem) and Windows XP.
I don't know how I could describe this more. I have all the options on, checked that a few times. If there are any questions just ask, thanks.