Windows Live Messenger is adding a new feature called IM Control, it is expected to come soon. IM Control will allow users to chat with their site visitors, the idea is that you place a messenger widget on your blog and your visitors can send you a message through this window. You can reply to that message and start conversation with your site visitors.
If you are looking for something like this Meebo already has this feature called Meebo Me Widgets.
[Via LiveSide, Images Credit: Angus Logan, more screenshots at LiveSide]
This is now live. See it in action here