Shoutbox

This has been discussed many times before and at present it is a limitation as I believe that Messenger Plus cannot detect where the file transfer has come from in order to put it in folders.

If you search the forums you will find several previous discussions on this topic so you can read more about why it is not currently possible.

As for being away when you get files, the conversation window will remain open, showing who sent you what files, etc.  So when you've been away, check conversation windows before closing them

I agree it would be a nice feature though