Hi this is a common question. The instant messaging system is automatic. In order for it to work, you either have to have your pop-up blocker turned off, or tell it to allow pop-ups from carspyshots. don't worry we don't do commercial popups. the only thing that should pop-up at css is instant messages.
If you have any they will show up in separate windows either when you enter the site for the first time; or when you change pages after someone has sent you a message, or when you refresh the page.
I find that the best way to follow a back and forth conversation is to close the message window after you reply. that way it will open up again once someone responds to you.
Lastly, no the other person doesn't need to be online to receive your messages. they will see your message when they log back into the site and will be able to reply at that point.
FYI, the system does not keep a permanent record of prior conversations and purges old instant messaging posts after a few days.