Threaded Conversation Question

[Rhody#WP]

My question has to do with the following video:
HTC Radar 4G - The Epic Pot Pie Conversation - YouTube

Jim said his conversation continued on his Radar and his friend's Xbox360. Should I assume his friend was using Live messenger on his Xbox360? Is there a way to use Xbox Live messaging in the messaging app of a WP device?

 

[Rhody#WP]

*crickets*

 

[TheWeeBear]

As you said Rhody, XBox Live messages stay in the Games hub section unless live messenger is used.

(I never get any notifications for XBL messages which is annoying)