Chatbox is a free OSX application that adds project collaboration features to Dropbox. It adds the ability to leave comments on or chat in real-time about about particular files and folders in Dropbox. Everything is stored in Dropbox, so you don't need to register an account with Chatbox.
If you need something more cross-platform and business ready, Box and Huddle are enterprise-grade file storage and document collaboration services. Huddle has a special emphasis on project management. You can read our story on AKQA's Huddle deployment here.
Also, Google Docs recently revamped its comments to improve collaboration.