Hi Wolfgang,
BizTalk does not have a logging feature out of the box, you would either have to implement a separate external C# assembly (called from BizTalk) or implement Microsoft Enterprise Library’s Logging Application (and modify the BTSNTSvc.exe.config file in the BizTalk installation path). Those are the two options I can think of, you might also want to check the Codeplex website (http://www.codeplex.com) for any open source alternatives.
Best,
Daniel.