Use the following code inside of anchor tags <a> and replace #screeenname# with appropriate screen name.
AOL Instant Messenger: aim:goaim?screenname=#screenname#
Google Talk: gtalk:chat?jid=#google email# or gtalk:call?jid=#google email#
MSN/Windows Live IM: msnim:chat?contact=#screenname#
Skype: skype:#screenname#?call or skype:#screenname#?chat
Yahoo! Instant Messanger: ymsgr:sendim?#screenname#