I had use the "send chat transcript by email" button at the top left of the chat window. The transcript never came.

So I decided to use the same function again. But...

I discovered that the send chat transcript by email function is only available until the agent hangs up. Once he hangs up all print and send by mail are disabled.

So, I have the chat window with all the conversation opened right in front of me but I just cannot print it or mail it. Incredible!!