I want to be able to save BBM chats on my phone, but discreetly. Would it be most discreet to save it on the device? OR the memory card?

Also is there anyway the person using my phone can find out i've changed the settings, without actually opening the BBM ap > options?

If you give your phone to someone to use they will have full access to the messages.
You wont know they looked.

No you don't understand what I mean, I gave my phone to someone to borrow for a short while. But I want to know who he's been talking to on BBM (I've seen him bbming people on it) and the BBM history is currently set to off. So I was wondering whether it's best to switch it on, and save the history to either media card or phone itself. Which one would be most discree? meaning - is there anyway he would find out i've changed the settings without actually looking at the BBM setting options?

if he does not check you will be able to see all the messages. I would suspect if "he" was doing something you did not like or something you suspect the simplest way is to not loan the phone. You may find out more than you expected. be prepaired.

There is no obvious indicator that BBM is saving chats to the memory card. That person would have to go into the settings and look to see what was selected for saving chats.