Piece of cake. To install Yahoo! Messenger:

Close all running applications, except for your Internet browser.

Visit the Yahoo! Messenger download page.

Click the "Get Started" button

Note: Download time can take anywhere from 1 to 15 minutes. You need 40MB of free space to install Yahoo! Messenger.

After installing, launch Yahoo! Messenger. If you have a Yahoo! ID and password already (that you use for Yahoo! Mail, Yahoo! Photos, Yahoo! Games, etc.), you can enter it. Otherwise, click the "Get Yahoo! ID" button to create a free Yahoo! account.