A few days ago an user over at MobileRead discovered how to use IM on the Kindle. I put this in the "why bother" category (IM works better on a smartphone), but the idea is kinda interesting.
It turns out that the IM web app Meebo has a mobile site, and the mobile site works on the Kindle. I took a screenshot, and it's on the left. Yes, I know it's blank. I don't use IM so I don't have anything to put there.
Update: Meebo has been acquired by Google, and its services have been shut off.
If you want to do it then first go to the Meebo and set up an account. Also, tie in any existing IM accounts. You should do this on your computer, not the Kindle; it will go a lot faster. After you do that, get your Kindle online and go to www.meebo.com/mobile. Login, logout, and then login again. (For some reason the first login never works.)
I'm told this won't work with the KDX, but it has been tested on the K3.