You can configure Yahoo! Messenger to prompt you before showing a picture from someone who is not on your Messenger List:
Note: Uncheck this option to disable the feature.
Where's the Contact Customer Care button? With so many improvements to Messenger since the version you're using (lots more features and reliability), we figured you're ready to move up. So get your upgrade and with the new version, rest assured if you have questions, you’ll find that friendly button on its help pages.