This message is usually caused by configuring the chat applet download incorrectly.
Java security features require that a java applet be downloaded from the same IP address to which it will connect. You should reconfigure the Chat Services section of the control panel to correct the problem. This is particularly an issue where virtual web servers are used.
There can also be issues with firewalls on either the client side or the server side, or other applications (including other installations of web crossing on the same IP) attempting to use the same port.