I had written before about how Exchange Shell command log works in 2010 RTM, read here. Things have changed in SP1. The feature is enabled by default and logs all commands that have been executed in the session.
In order to access it, launch EMC, navigate to View –> View Exchange Management Shell Command Log.
Clicking on it opens the Command Log window. All commands executed are shown in the log window.
You can stop logging, modify the number of logs to store, clear log, copy commands and export the list of commands.
Taking a close look at the commands is a good way of learning to script.