Sharing your favorite websites with your friends in Facebook is a great way to enhance and build your relationships.
One way of sharing the links to your favorite websites, is through the conversations you have on your Facebook wall.
By adding a live link to a website, you are making it super easy for your friends to go straight to any particular website that you want them to see.
This is just a short tutorial on how to easily add a link into a Facebook chat.
Start off a new chat by adding some text in the What’s on your mind? text box.

Next, Open up a new browser window or Tab, and go to the exact web page or website that you would like to share with your friends, Highlight the Full URL in the address bar and copy the entire link, you can copy the link by using the keyboard command Command + C on the mac or Ctrl + C on PC.

After copying the Entire link, go back to your Facebook chat window, Click inside the chat box where you want to add the link, and simply Paste the link into the chat, either by Right Clicking and selecting the Paste option or use the keyboard shortcut Command +V or Ctrl + V.

After pasting in your URL or Link, just click on the Share button to the right.

And that’s all there is to it. You now have an Active link in your chat that your friends can Click on to visit any of your favorite sites.

Thanks this was helpful.
Some websites are using facebook box for comments. (Techcrunch) How can I add link there?
I have just installed this on one of my sites, seems to work well.
http://mailchimp.com/social-plugin-for-wordpress/