Someone told me that IMs cannot be traced by the phone providers, unlike text messages and emails. Is that true?

No. Everything can be traced.

ummmmmmm why?

The simple rule is if it's something you don't want to be attributed to you at some point in the future don't say it at all and especially don't write it down, paper is better, at least it can be destroyed but, electronic is there in some form forever

Wirelessly posted (Its All About the U!)

Yes
Be careful what you write.