Chat windows have to do with Google Talk. So they only play a role if you are using Google Talk notifications. If so than the ggr styled commands can be typed in any chat window (ie Google Talk window) tied to a GVMax buddy (ie contact created by GVMax). If you have GTalk notifications turned on, than on your GVMax account page you should find a button saying something like 'Send Test SMS'. This should cause a chat window to open on your GTalk client application.
I have a google voice account, and google chat through gmail. Both seem to be working well. I sent the test message a few times before contacting you. It doesn't cause a window to pop up, i just sends me and SMS Text in google voice and it sends an email to my gmail. There is no chat component to the test SMS that i am receiving. GVmax isn't creating a contact and there is seemingly no what to open up a chat window with GVmax.
I seem to be missing something but I have no idea what it is.