hi, I want to make a chat program using c++. Can you give me any site where i could find the concepts in building chat program? I will make a chat program similar to YahooMessenger.

I'd recommend checking out the open-source [search]Gaim[/search] client's code, you will learn a lot by reading other people's source code.

As for chat concept... the concept is fairly simple, it's the implementation that's difficult. You'll definitely want to spend some time learning sockets and other network-programming goodies that you'll need to be able to write such a client from scratch. One of the most popular socket tutorials out there is Beej's:
http://beej.us/guide/bgnet/

Have fun.