First of all, what is your Operating System?
If on XP, having the most recent Java application will ensure proper communication between Internet Explorer and the Messenger application. Please follow these steps to uninstall and reinstall your Java runtime environment.
1. On your keyboard, hold down the Windows key and press the R key. This opens the "Run" command.
2. Type in appwiz.cpl and click OK. This opens "Add or Remove Programs"
3. Select Java and then click the Uninstall button. There may be multiple installed versions, so be sure to remove all of them.
4. Next, download and install the latest version of Java Runtime Environment
5. To ensure the update is effective please Clear the Yahoo! Messenger Cache
6. Restart your computer or laptop, restart your messenger to determine if the issue is resolved.
If you need further assistance, please let me know.