You can configure Yahoo! Messenger to prompt you before showing a picture from someone who is not on your Messenger List:

1. Click the "Messenger" menu in Yahoo! Messenger and select "Preferences."
2. Select the "Display Image" category.
3. Check the "Ask me before showing a picture from someone who is not on my Messenger List" option.
4. Click the "OK" button at the bottom of the window.

Note: Uncheck this option to disable the feature.