There are a lot of online chat / helpdesk programs out there that allow companies to offer live help on their site. In most cases they cost a pretty penny. I have used LivePerson in the past, a great program. It is a bit expensive but very useful. If you are looking for something on the cheap and use IM here is a quick solution.
Digsby offers a widget that you can embed into your site (see the bottom right of my site) it allows you to customize a chat box on your site to send you an IM.
(Digsby) – http://widget.digsby.com/