Go to 98.
Or if you wana be difficult make sure you have all the XP updates then install the latest yahoo messenger... and check to make sure you dont have any options disabled that you might need, check the Control panel-administrative tools-services... its somewhat obvious if you bother to read through the files... i have no idea what your problem is so i just suggest uninstalling xp and going back to 98 or perhaps 2000 if you prefer.
P.S. This has been my FIFTIETH RESPONSE and Im still as helpful as EVER!!! 

I would suggest if you do not have a clue to the fix for the problem please quit wasting space. I'm not trying to be a jerk, but people come here for real help.
As for the problem with yahoo messenger, make sure it can operate past the XP built in firewall if this is enabled. If thats no help, Try contacting yahoo and make sure all of your settings are correct.