Shoutbox

Something like this, assuming it's like the other chat-software out on the net, is actually quite complicated to set up correctly.

Most software like this utilize either PHP or ASP on an HTTP server, such as Apache or IIS. So the page doesn't have to be continually refreshed to check new messages, either JavaScript or AJAX or possibly even pure Java is used (in which case neither PHP or ASP will be needed).

If you wish to create a chat room type program like this, you'll need to get a webserver such as this installed an running, and then work out which software you need for your environment. You can either program it yourself (hard) or use google (hard as well because you'll probably need to tailor the program to suit your specific needs).