Which Protocol to use?

I need to save all of the messages that come from one particular source.

I created a thread to receive the messages.  I did this so I could use a tcl proc to eliminate the messages I am not interested in.  This same tcl proc is working properly on another thread.  I chose not to save all of the messages from the source thread because of the large number of messages.

My question is this:  what protocol should I have used on the thread that receives the messages?  

I chose Protocol: file but my files are empty.  On the properties I gave an input file name and an output file name.  Both are uniquely named.  

Any and all help would be greatly appreciated as I am new to interfaces.