You could go with a Client / Server Solution using some JavaScript.

If you create a main page for your chat window. You can create a layer to contain the chat messages. If you then create a hidden IFrame on the page which will reload every 5 seconds that contains java script statements to update the layer with the latest chat.

You will need to add the messages to some sort of Database at a guess so each client can request all of the messages that it is missing.

I have done a similar thing to emulate Inboxes in an application, so the page updates it's self when new items appear without the user having to reload the page.

If you want more information on how I did this, just let me know!

Hope this helps.

Alistair