If you have got to Mountain Lion OS X 10.8.2 and therefore Messages version 7.0.1 then double click the individual chats.
Once they are in separate windows you can chat like that (That's the way I used to chat - I didn't even use the tabbed chat)
It is impossible to create a separate Chat window each new chat (you have to separate them off from the main window which also keeps a "copy")
New chats are added to the main window even if you have used the red button to hide it. (CMD + 0 from the Window menu brings it back)
Please, if posting Logs, do not post any Log info after the line "Binary Images for iChat"
iMac 2.5Ghz 5i 2011 (Mountain Lion 10.8.2)
G4/1GhzDual MDD (Leopard 10.5.8)
MacBookPro 2Gb (Snow Leopard 10.6.8)
Mac OS X (10.6.8),
Couple of iPhones and an iPad
"Limit the Logs to the Bits above Binary Images." No, Seriously