So, this is purely spitballing an idea that may or may not be possible/feasible, but hey, why not try?
Would it be possible to make it so that the Chatroom has an option so that, when you receive a Private Chat message from someone, it changes the Title of the browser window to "Msg from X" or something like that? Sort of a way to keep track of messages directed at you when switched to another program or browser window?
I've seen it done with other chatroom-like websites, so its doable on an abstract level... just have no idea if it's possible with the chatroom program used here.
Like I said, wild suggestion, no biggie at all if not possible/unfeasible given current workload :).