I think the PM system within chat (as well as the Forums) could be used as a live chat system, rather than implementing a whole new module for it.
If they ask a question continuously, they should be getting help on it. If the problem is not an easy fix, or becomes cumbersome, then it should be the helper's obligation to PM the user as the not fill up the chatbox.
Also, coming into the chat for help on either setting up your client or fixing a problem within it kind of introduces the player into the chat system and what it's all about. They will be more inclined to come back to it if they have received help from it before.