Not on proboards unfortunately. Since its free, and having a chatbox would require AJAX (i think) along with some sort or bigger databasing / storage (which wouldnt be cost effective for proboards) i doubt it is possible.
The only way around it is to have an external one (i dont know of any however) which would effectively be a link you clicked, and you would be taken to a page with simply a chatbox on it, where anyone can reply (and you would have to manually insert your name each time, and message ect) which is a pain.
Other forum software (ones where you can download and upload to webhosting) can have modules for chatboxes that run off your forum username, and appear at the top of the forum, just above all the topics ect. This is much more convienient, but its having webhosting ect.
I know someone that does webhosting for £4.99 a month, 500mb hosting space (more than enough for just a forum) and 5GB bandwidth (again, for just a forum, thats more than enough). But if your happpy with this, then its alright. As you would loose the topics from here (unless you recreated them ect)
I would buy hosting (if it was cheap enough) but I don't really know what im doing. Philip on the other hand...
I talked to him about it a while ago, he didn't seem all that enthusiastic about upgrading the forum, and its his forum at the end of the day, plus hes busy with un at the moment, I doubt he has the time to work on setting up a forum.
Had a play about with the board set ups, the amount of control you can have is extensive, which is fantastic. Took me about 10mins to download from site, upload to FTP, set up MYSQL, install forum, set up account and add 2 catagories, a few sub forums, and a post.
I also installed the "user legend" at the bottom aswell to see what that looks like. Pretty cool and easy