This script is based on jQuery library and Form plugin. It's very easy to setup it, also an archive is available for download so you can play with the files on your localhost.
This jquery shoutbox is file based, but it's very easy to write a few more lines to keep your messages in a database. It tries to simulate the behaviour of YShout (a donation ware script) you can find online. Data is exchanged in JSON format, pear Json library is being used.
Download the jquery shoutbox files <a href="http://www.ajaxdaddy.com/download/jquery-shoutbox.zip">here</a>