Taking screenshots of private text-based chats over the internet. Legal?

I know that in many places it's illegal to surreptitiously tape record a voice conversation had over the phone or in person when the context is such that all parties involved have a "reasonable expectation of privacy". Under such contexts you need the consent of all parties involved to record the conversation.

I was having a text-based chat earlier today online. Every couple lines or so I would take a screen shot of the chat in order to hold the person with whom I was chatting accountable should the need arise. The chat medium was NOT email or any other platform that involves actually sending a copy of text to another person (and vice versa), nor was it a public chatroom. I would expect email, posts to a friend's Facebook wall, and other such examples of "sending copies" to be legally analogous to sending a letter, for which you would not have a reasonable expectation of privacy.

The chat medium lacked any sort of "Save Conversation" feature so as soon as you close the chat window (analogous to hanging up a phone, or walking away from a person) all evidence of the chat would normally disappear. Was it legal for me to take screenshots under these circumstances? Is there any jurisprudence that touches on any of this, or are these legally uncharted waters?

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