make realtime action

Dear all;
I'm new in ajax and I need a help on how to show message on some client screen while viewing a page.

Example: let a user be logged in, I want to send him a message, if he is online, show a pop up message on screen that tells him that a new message is reached.

Thanks a lot.

u've to add a polling to the page (or all pages where u want the alert) that the client will be viewing so that a server-side script is called to check if a message has reached and based on the response of this script alert the user

thanks shyam for ur response
I have solved it using polling, but is there a way to do it in different manner to decrease network traffic?
I saw in some sites a sharable board in which every one can write on, and after finishing drawing shape, this shape is broadcasted to all people who are viewing page and drawn in their own pages.
is there a way or just they are using polling?