In Unity Connection 1.x we started to store the messages in SQL databases. The default is called UnityMbxDb1.
You can determine the location of your database by opening SQL Enterprise Manager and Expanding to the Databases Folder. Then Right click on UnityMbxDb1 and Properties. Click on 'Data Files' and 'Transaction Log' tab and this will show you the location of the database and it's transaction log file.
Hope that helps,
Scott
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