At the top of the Messenger window click on “Actions”, at the bottom of the drop down menu click on “Invite to Conference”

That will open your friends list in another window, just click on the persons you want and hit ADD. Their names will go to the list on the right side then.
When your done adding just click on the “Invite”button and they will only have to accept the invite to join you in your own conference room. Oh and be sure to check the box “Enable Voice for this Conference” if you wish to speak to them on the mic.

You can also start a conference with some one from your IM window by just clicking on the Conference button and following the same directions as above.

Once you are in the Conference room you can add more people from there, just click on Conference and repeat the add friend process.

hope this helps