The easiest way to track an ip down to at least the closest exchange is to use msdos or command prompt...depending on os and use the tracert command...which most tracers use anyways.
on NT systems go to RUN and type in cmd
press return/enter
a dos box will open
type in tracert 216.155.193.170
a hopped search will begin ending in a trace complete or incomplete.
like the above will end in..
10 130 ms * 254 ms cs43.msg.dcn.yahoo.com [216.155.193.170]
This been a yahoo! chat server as an example.
There have been exploits on Yahoo! in the past to give out ip's without user consent but these have since been fixed by Yahoo!.
Programs like Y! Tunnel will let you disable peer to peer connections on Y! Messenger.
Users "Cannot" get your ip from Voice Chat ...(not including Yahoo!'s new beta 7.0 with sip in pm)
TIP* Do not take files form strangers and do not click links of strangers and still be weary of then 2 from buddys acting strange also.