I do not know which web browser you are use: Windows XP or Vista. I assume it should work FINE either way at below.
FIRST REGISTER YOUR NEW YAHOO MESSENGER SCREENNAME before DOWNLOAD:FREE DOWNLOAD: Yahoo! Messenger (newer version 8.1) link below:
http://messenger.yahoo.com/MOBILE YAHOO! MESSENGER: If your cellphone or PDA has built-in web browser, you can type
URL on your phone's browser at below:
m.yahoo.com
If you do not want DOWNLOAD Yahoo Messenger, you can access Yahoo! Messenger on the web at below:
http://webmessenger.yahoo.com/After complete download, there are
THREEE WAYS how to launch your Yahoo! Messenger:
1) Your Yahoo! Messenger icon on your desktop screen looks like this:

2) Your Favorite Web Browser toolbar with Yahoo! Messenger looks like this:

**If you do not have Yahoo toolbar shown above,
FREE DOWNLOAD Yahoo! Toolbar below:
http://toolbar.yahoo.com/3) Click your "START BUTTON", you will see the pop-up menu showing "YAHOO! MESSENGER" to be selected that will launch YAHOO! Messenger automatically.