You have the choice of running Xmsgtrace as either a LessTif or an Open Motif® application. This requires the Lesstif or Open Motif® library to be installed on your computer as well. To check if one (or both) of the libraries is already installed try the command find / -name "libXm.so*".
Your X server must include the RECORD extension for Xmsgtrace to work. More than likely your X server has it. If your X server doesn't, Xmsgtrace will give an error message when it starts. For the XFree86-3.3.x series of X distributions, the RECORD extension is statically built into the X server.
The new series XFree86-4.x.x X servers use the XF86Config-4 configuration file to specify
which extensions to load as modules at runtime.
Usually, the RECORD extension
is specified in the configuration file. If not, add the line
to the Modules section (see the XF86Config man page for details).
If you're not sure if your X server is set up to support the RECORD extension, run the utility xdpyinfo and look for the keyword RECORD among the extensions below the "number of extensions" label in the output.