Most people play JNPG in full screen and will press the Windows key to minimize the game to respond to PM's. If you would rather have a smaller chat box, you can setup your features and access them with a right-clicl on the System Tray icon for Steam. Two Steps below to get you started.
Step 1: Choose Settings then follow the examples below.
Step Two: Choose what you want to see in the Context Menu.
Very convenient to customize your context menu and fast
when choosing tasks related to steam and your games.