When I need to discussion to some one about the problem in a detailed way, It seems better to do it in a chat-room instead of comments. But what is the usual way to do this.(I do this once some weeks ago in TeX.StackExchange.com but it was automatically and I want to do this manually.)
You can't move comments from the main site to chat if the automatic mechanism is not triggered, not even moderators can do that.
You can open a new chat room and invite the other user into it, either use the "invite to room" feature in chat or add another comment with a link to the chat room you created. You could also manually copy the comments into chat.