Just get stuffplug
Stuff Plug's Official Website and u'll get the free validation key from there too.
Get that and u'll be on your way. It works gr8 and has various other awesome features.
But when u switch on this particular feature u'll get a msg.
quote:
{Contact's Name} has been deleted
This means that the session has ended. U dont need to worry.
When ever ur contact closes the window u'll get a msg
quote:
Ur contact has left the conversation
Not in those exact words tho