When an incoming IM (or receipt for an IM you have sent) is received,
a red icon 
flashes in the bottom of the contact window to the right of the
Expiration display and also on the In Box tab itself. Click on a
flashing icon or selecting the In Box Tab will take you to a list of
incoming IMs and Voicemails. Each item in the list is a text or voice
message and can be viewed or played back when selected. The content
of the message can be seen in the lower part of the window. If a
Voicemail is selected playback, stop and pause controls will be
displayed and the message can be played back.
Right clicking on any item displays a menu allowing the messages to be managed. Options include, Save (to Mbox), Delete, Reply, Forward and Add Contact to add the message sender to your Contact list