Copied from the AT&T website (Pay close attention to the 1st question and answer):
Q. Is there a cost to sign in to IM on my wireless phone?
A. Signing in to IM through the IM or Messaging icon on your phone is free. If you access IM through MEdia Net, you will incur data charges per kb of usage.
Q.What is the cost for sending and receiving Instant Messages?
A. You are charged $0.20 for each message you send and receive. For a better value, sign-up for a data package.
Q. Do I pay for instant messages that are forwarded or sent to my phone?
A. Yes, you will be charged for each message that you send or receive. Whether you receive a text message, or an instant message, the cost is $0.20 per message. For a better value, sign-up for a data package.