Are you sure you finished the following steps??

6.  Open the Tools/CuteChatConfig.exe. Type in the connection string, then click the load button.
7.  Click the "load configuration file" button. In the open window, navigate to Tools\import-this.xml, and click the open.
8.  Click the "Save the configuration to the database" button.
9. Modify web.config file and specify the Cute Chat Connection String Provider:
 <appSettings>
  ...
  <add key="CuteChat.ConnectionStringProvider" value="CuteChatControls.DotNetNukeConnectionStringProvider,CuteChatControls"/>
 </appSettings>