This is how you link web pages to instant message applications in your pages.

AOL Instant Messenger: aim:goaim?screenname=#screenname#

Google Talk: gtalk:chat?jid=#google email# or gtalk:call?jid=#google email#

MSN/Windows Live IM: msnim:chat?contact=#screenname#

Skype: skype:#screenname#?call or skype:#screenname#?chat

Yahoo! Instant Messanger: ymsgr:sendim?#screenname#

An example can be seen at the header of my website.