The BB has the functionality, the fact that you don't want to pay for an application to do what you require, are two different things. For instance, one purchases a PC and the software applications within it separately.
AT&T does not have a specific branded messenger application. You might try AIM/OZ or something that is free.
Here are several, find the one that floats your boat:
Instant Messaging FAQ - BlackBerryFAQ
What Instant Messaging programs are available? - BlackBerryFAQ
Good luck.