How to prefent chat ...

As with any client / firewall program, they block PORTS or WEBSITES.

You need to search the web and find out what ports the "Chat rooms" use or the websites starting with their roots. Then block them by adding the rule there.

You use an appliance
http://www.akonix.com
If not, you are in a cat and mouse game. First it is important to make sure nobody can install programs on your PC's. Some IM's can be blocked by restricting ports, unfortunatly many will try various ports, and then just use port 80.
If you have a proxy server, there are 3rd party filtering software programs that you can subscribe to that can block IM. If you are using a proxy, you can manually put in "do not use proxy" exceptions in IE - tools - internet options - connections - lan settings - advanced.
putting in entries such as *chat*;*messenger* etc
will not allow the user to use the proxy for urls that contain those words. As long as the proxy is the only way out for port 80 those sites will be blocked. Those connection settings can also be distributed via group policy.

If they are using something like AIM then look into blocking the appropriate port. Mozilla indicates this is port 531