HE first time I heard of an instant message was in 1994, when an old friend suggested that we stop blasting e-mail back and forth across America Online and have a proper online chat. The next night, when I booted up my Mac at the agreed hour and signed on to AOL, a tiny window popped up so my friend could say, "Hey." We proceeded to spend two hours, he in Iowa and I in New York, in what can only be called a state of Intense I.M.

Seven years later, with Internet connections as necessary as food, coffee and "Sex and the City" boxed sets for many people, much of the online world seems to be in a state of Intense I.M. Several free instant- message programs from competing companies have appeared. But one thing hamstringing a full-blown communications revolution is that the people using one service generally find it impossible to exchange instant messages with people on other systems. (And that is a big problem — imagine how popular e-mail would be if people had to have the same Internet service provider to communicate.) There is a movement afoot to create a fully interoperable instant-message system, but for now, the services are still essentially walled off.

Mindful of the balkanization but feeling curious, I downloaded five of the most popular instant-message programs: AOL Instant Messenger, ICQ (also from AOL), the MSN Messenger Service from Microsoft, Yahoo Messenger and Odigo Messenger — onto my I.B.M. ThinkPad to compare their ease of use and features.

Counterparts to the Buddy List feature popularized by AOL are now standard in instant-message programs. That lets you create a list of your friends' online identities and alerts you when your pals are online and able to get messages. But with all these programs, it is quickly evident that an instant-message system isn't just for messages anymore. People are using the software for everything from virtual conference rooms to electronic dating services.

On most of the programs, you can trade digital photographs and documents, get a constant stream of news and stock quotations, play games, hold typed meetings with a group and even place computer-to-computer phone calls.

I started my comparison test with AOL Instant Messenger, mainly because I have been using it for years. AOL Instant Messenger has more than 100 million registered users, and there are versions for most flavors of Windows, the Macintosh, Linux and other platforms. All can be downloaded free at www.aol.com/aim/home.html; an AOL subscription is not required. You can even get AOL instant messages on a Voice Stream phone, and I have used the service with my wireless OmniSky modem and Palm organizer when stuck in traffic.

The software, also known as AIM, is powerful yet simple to use. Like most of the others, it lets users personalize their message windows with different icons, and messages can be sent in a variety of fonts and colors. In the latest version for Windows, users can send greeting cards, send images by dragging and dropping them into the message window, play online games and transfer files. AOL and CompuServe customers can keep their screen names when they sign up for Instant Messenger.

America Online also offers another instant-message service, ICQ, which itself has more than 100 million registered users and is available for Windows, Macintosh and the Palm OS from web.icq.com); there is also a browser-based version for those equipped with Java. ICQ (as in I Seek You), was developed in Israel and bought by AOL in 1998, but ICQ remains separate from the AIM network, and users cannot exchange messages between the two systems. ICQ was an early arrival on the instant-message scene.

The ICQ user interface is a little confusing if you are new to instant messaging, but the program can communicate with other ICQ users in many ways. It also lets you send notes outside the ICQ universe to cell phones and pagers with the text-messaging system known as Short Message Service.

Moving on to register for Yahoo Messenger, I found myself asked to fill in fields marked gender and occupation before I could advance to the software downloading area. I tried to blow by but was hit with a stern error message: "Gender is a required value. Occupation is a required value." (I am sure there is a paper on contemporary American socialization or a post-postmodernism riff in there somewhere.)

Yahoo Messenger is available for Windows, Macintosh, Unix and Linux — along with versions for Java-enabled browsers — as well as for Palm, Windows CE, mobile phones and RIM pagers at messenger.yahoo .com. (Yahoo would not say how many users had the software, but the research firm Jupiter Media Metrix ranked Yahoo Messenger fourth in worldwide usage in April.)

The setup was easy, and the software itself is simple, but kind of bland in the design department. The program thoughtfully provided me with an instant friend, putting a tech- support helper in the contact-list window. It also keeps a recent history of chats and makes it easy to send contact information to cohorts on your Friends List.

Not one to be left out of a software showdown, Microsoft has its own entry, MSN Messenger, which comes in Windows and Macintosh flavors at messenger.msn.com. It has some nice features: You can hold a NetMeeting session (complete with video chat and a virtual white board) with several people and be notified when Microsoft releases an update for the program. The message window itself has a clean design, and unlike the other programs I tried, it is kind enough to tell you whether your correspondent is currently typing a message back at you or is idle — and possibly ignoring you.

Microsoft is obviously taking instant messaging very seriously. Although the number of people using MSN Messenger, about 32 million, pales in comparison with those using AOL Instant Messenger or ICQ, things may soon change. The company says it is building an instant-message program called Windows Messenger directly into its new operating system, Windows XP, due for release this fall.

While the instant-message systems are generally closed to one another, a small New York company, Odigo, has been figuring out a way around this. Its feisty Odigo Messenger program is available for Windows and Macintosh systems at www.odigo.org.

Depending on the day and the Odigo software version you have, you can sometimes use Odigo Messenger to communicate with AOL Instant Messenger users, as well as with Yahoo Messenger and ICQ devotees. AOL does not like that intrusion, though, and it kept cutting off my connections with its users and sending me a haughty instant message that was both punishment and advertising — for its own service. Odigo and AOL have been playing a bit of a chess game for quite a while, with Odigo releasing program patches each time AOL blocks Odigo's users from tapping into its network.

Odigo, which says it has five million registered users, is the most colorful of all the instant-message programs I tried. The graphics-heavy control panel is rich with tabs and icons. A feature called the People Finder creates a sort of chat room, which shows a random group of other logged-on users, represented by male and female icons. (The software can be customized to group you with people matching your interests or background.) I liked Odigo Messenger quite a bit for its lively approach to the whole experience.

But for now, my top choice is still AOL Instant Messenger because of its intuitive and functional interface, and the fact that most of my friends are using it as well. Until these closed systems start communicating with one another, the message service you pick will probably depend on whether you are looking for old friends or new.

Then again, if you're a sociable type, why limit yourself to just one instant-message program? This reminds me, though, that after installing all that software, I should probably reboot my ThinkPad and see whether it is still talking to me.