Hello and welcome to BBB! I'd suggest a complete virus scan with up to date definitions, and at least 2 separate scans for spyware/malware. I prefer Ad-Aware and SuperAntiSpyware for this, which you can grab on
Filehippo. Again, make sure your definitions are up to date. Yahoo Messenger's performance has been greatly affected by spyware recently.
If that doesn't fix it, check your broswer and make sure pop-up blockers are turned off not only in your internet browsing preferences, but also in any and all toolbars you may have installed as well. While it makes general web browsing a little more annoying, allowing the pop-ups seems to fix this problem for quite a few people.
Let me know if these don't take care of the problem. This is a fairly common issue and typically one of these two solutions will fix the problem.