I personally think you'd be better just letting the reader know they can communicate through the machine, and then have them talk to each other using normal speech marks, especially if they only get hooked up to this environment once.
Unless they were already speaking in the very same chapter - hence just using speech marks for thinking will actually confuse readers. ("Hey this guy is physically speaking when hooked up, how is that possible" etc...)
Hence the need for some form of demarcation.
I know, I know, I'm complicating things. But that's the way the chapter came out...