"But i wont run a second seystem day and night only for the logs. Thats too expansive."
Define "system" first... I have several leftover firewalls I built from Wyse WinTerms. They all use 12v 1 amp power supplies. You could make one a syslog server. Better yet, make one an Asterisk phone server, and just stick syslog on that. Or stick syslog on a windows box.
http://syslog-win32.sourceforge.net/So, consider if you firewall is on power optimized hardware, and then think about where you can stick the syslog.