Actually, just hit ctrl+enter to send in icq. But I agree that ICQ sucks. Almost as much as AIM. I use the built in instant messenger in Opera (ICQ, might support AIM too). Very very fast. Very very good.
When I still used ICQ, there were about 200 tweaks to make it acceptable to use: remove the ads, remove animation and unessecary pictures, remove heaps of menus, unload all unloadable modules, remove all odd buttons, remove all odd 'features', ip-unhider hack, etc, etc.