As far as I understood the initial request.. it was for a script that allowed you to see your msn messages while you are using a full screen game (or program).. not for a full screen chat window.
To acomplish what was asked I have been working for over a month of many different things like data injection, keyboard and mouse hooks... packet sniffing and whatnot. It's a lot of trouble and I'm certain it can't be done through scripts.
There's the Preview Box script but it steals focus from the game and won't show anything after the game is restored. There's the scroll box script but that one keeps flashing in and out of sight and I personally thought it didn't "look" right.
If you wanna join my project or if you are into vb.net or c++ let me know I'll make sure we open a topic somewhere on programming and we can share code.