I just want to let you know that I just created a new tutorial that walks you through the steps of creating an ASP.NET Chat application using AJAX. It doesn't just show you how to use AJAX in a chat app but also how to make an ASP.NET control AJAX-enabled. In this example, I make a DataGrid turn into a DataGrid AJAX enabled.
To launch the tutorial, go to www.KYNOU.com, click on the "Tutorial Index" link, click on the AJAX node in the tree and click on the "Select" button next to the tutorial called "Ajax enabled DataGrid - Chat Application Example".
Keep in mind that this site is a search engine, so another way to find the tutorial (or even other tutorials) is by searching for it.