Go to your xat chat. At the bottom-left hand corner (beside the Facebook/Twitter buttons), click "Embed".
You will be re-directed to a new page with your chat on it and size modifications. You can then put in the size you want for your chat and then see a preview of it.
Then, at the bottom of the page, click the text box to highlight its contents, and then CTRL+C to copy it.
Go to the site page that you would like your chat to go on, and paste the embed code on it, and your chat will be there. If you are putting your chat on your xatspace, it may take up to 10 minutes to go live.