Best way to build an online game with chat functionality

i need to build an online game like the ones on yahoo with chat functionality.
do i need to invent my own protocol for communicating between the client applet and the server application or i can use a higher level protocol like rmi or jaxm.
as far as i know the problems with rmi would be
1. there would be no way for server application to send messages to clients without signing my code.
2. rmi would not run on browsers with older versions of jre. though clients can install latest versions, but i don't want that.
would there be similar issues with jaxm or jms.
do i need to invent my own protocol. what benefits would udp bring than tcp/ip.
is there some higher level protocol which would take care of network problems on the internet. what about performance. what would happen if the connection between the client and server breaks down. how do i know of that.

Implement a multi-threaded multi-client/multi-server strcuture.
Each client-server channel is used for a specific operation
such as one for the gamming data, and another for the chat relay.
These channels will be controled by the application (game) and so
can update the chat text and game data at the same time without
the game having to read a file that is being writen by another
IO stream comming from the server.
I have not done this and I dont plan to, but in deisgn it should work.

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