These instructions seem to work best using Facebook via the Web, NOT the phone.
First, click on this link to get to your Chat App.
Next, click on the Chat List button:
Now click click on the App (Yellow Star next to it) that you want to adust.
There might be multiple Yellow Start chat apps if you purchased Chats for different websites.
If you are the Administrator of that Chat App (there can only be one admin at the moment), you will be presented with a menu with the many options and addons you can tweak: