Through visiting other blogs I've noticed that there are individuals placing "not nice" links in the Chat Boxes. All you have to do is hover your mouse over their name and see the page URL - if it looks suspicious, do not click on them. You don't know where you will end up.
Until very recently, I have been lucky not to have such additions. I don't have a popular place so I wasn't concerned. The other day someone posted a nice message but also a link that I did not recognize, therefore, I have decided to remove my chat box to be on the "safe side". Yes, I know they will likely come up with another way to do what they're gonna do. .... oh well