You can easily make a cool chatbox without using frames and subdomains in combination with SSE (server side events), using for example a 'while(true){sleep($x)}' loop..
Using session_write_close() prevents the session being locked (because the request 'never' ends (maybe after a minute or two.. but otherwise the page would hang).
So you can make a chatbox without shell access on shared hosting, you just need to make a 'output all clients the new messages' function for the SSE stream and code a few lines of javascript. Read up on SSE.
Obviously need a good caching or fast database with a lot of clients, because everyone will spawn a new stream connection. (in contrast to push mechanisms which will require at least a cron job on shared hosting).
Cheap chatbox.