Download the Official Facebook Application for Windows version to start chat with your facebook contacts at any time.
There are many application are out there for facebook chat but it has not feature like the official application has like Facebook ticker, Preview of messages, notifications and new friends request.
In the bottom image you can see the official messenger of facebook application and it look like the other messenger available on the internet like multiple chat within a single window. You can dock this application to windows any side bar and its visible even if you open some other window like we do in windows 7 or vista adding gadget side bar .
Direct download link for this application click here