Actually, there is a registry setting to modify the timestamp format used in the log files: "ChatLogTimeStampFormat" (see
http://msgpluslive.net/help/registry)
But when setting its value to something like "dd'.'MM'.'yy' - 'mm':'HH", the date tags aren't replaced with the actual values, it just parses the time tags.
The feature is there, but it doesn't seem to work - I guess this qualifies as a bug and you might want to post a thread in the
Bug reports forum about this.
(considering that the issue was brought up before, but apparently didn't get much attention)