When a gathering occurs, it reports that the file copy of the tracking log was successful; however, looking in the tracking log cache (Program Files\MessageStats\Tracking Logs directory) it's not there.
It has been identified that the dependency checks are not taking into account the tasks that are currently marked as Pending Retry.
The task is in the gathering process and the tracking log process job is in a Pending Retry state - if it is caught in time, tracking log files can be copied manually to the cache folder (Program Files\MessageStats\Tracking Logs directory). Then when it tries to access the log again it succeeds and processes it (although tracking logs files will need to be deleted when the gathering is done).
This issue was fixed in MessageStats 6.0.1. The latest version of MessageStats can be downloaded at: http://support.quest.com/support_download/Downloads.asp.