Sign in to multiple IM accounts on the web - no need to install anything on your desktop.
Some sites mentioned below.
eMessenger is a web application that enables you to chat with your MSN, AOL and Yahoo buddies without having to install any program or Java applet.
2. Meebo (http://www.meebo.com)
Does the same thing as #1 above. Meebo is a web based IM that lets you log into your IM networks from any computer with a browser and internet connection with no firewall issues.
Oh, and if you still want to install something on your desktop, check out Trillian (http://www.ceruleanstudios.com/) . This single application allows you to sign in to AOL (AIM), Yahoo, ICQ, MSN Messenger and IRC in one shot.