I'd think that the only way to have truly "instant" messages is to run a Java applet in the pages which keeps querying the DB on a regular basis looking for new IMs -- and if you get one it can pop a window saying "Here is your new message: blah blah blah". Ive worked with Java before and it wouldn't be too hard to do if you have Java on your server -- however it would cause a huge server load if you had a lot of people online continually pegging the DB for their entire session.
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