you can use ebuddy on your psp, im using it right now....but not the normal one, you get a mobile sort of one wich refreshes every few seconds to update you contact list and new messages.
Unless you have a iR keyboard (and even if you do) is there really any point? I've set it up before as well as homebrew such as AFKIM, but it's not practical so it was more out of curiosity than using it to instant message contacts.