When you log onto Messenger, use your e-mail address without the @yahoo.com. If that doesn't work:

Try uninstalling then reinstalling Yahoo Messenger. You won't lose your contacts, I assure you as I've had to do this before due to problems:

To un-install so you can re-install:
Click on: Start
Click on: Control Panel
Click on: Add/Remove programs
Click on: Yahoo Messenger then remove
There are two versions of Yahoo Messenger you can install, the latest is: http://beta.messenger.yahoo.com

The older version:
http://messenger.yahoo.com

The older version is NOT compatible with Vista. I am not sure about the new beta version.