Ajax is going to be your best option, but believe me, it's not so bad.
I hate to turn this into a tutorial, but here's a general outline.
Create a php file that gets the messages, if any, and prints them somehow. Maybe some list items?
echo "<li>$message</li>"
Create a jquery interval that checks for messages every set seconds.
Have your interval call a function with code like this:
$.get( "get_messages.php", function( data ) { //data contains the file's output $( "#messages-box" ).append( data );//insert the new messages into a div in your html });
That's really all there is to it!