Here's how to change your password in Yahoo! Messenger:

1. Select My Account Info from the "Messenger" menu. The "Sign in to Yahoo!" window will open.
2. Enter your current password in the "Password" field and click Sign In. The "Yahoo! Account Info" page will open.
3. Click Change Password.
4. Enter your current password in the "Enter your Current Password" field.
5. Enter your new password in the "Choose a New Password" field.
   Note: To better protect your account, make sure that your password is memorable for you but difficult for others to guess. Never use the same password that you have used in the past, and do not share your password with anyone. For security purposes, your new password must be a minimum of six characters long. A good password contains a combination of uppercase and lowercase letters (remember that your password is case sensitive), numbers, and special characters such as +, ?, and *. Case sensitive means that "PASSWORD" is not the same as "PaSsWoRd" is not the same as "password," so be sure to take this into account when making your choice.
   
6. In the "Confirm your New Password" field, confirm your new password by entering it again.
7. Click Save to put your new password into effect. You'll see a message that says you've successfully chosen a new password.
8. Click Continue. You'll be asked to review account sign-in settings. Make any updates to this information that you would like.
9. Click Continue again. You'll be returned to the "Yahoo! Account Info" page.
10. When you're done, be sure to click Finished.

Your password has now been updated. Your Yahoo! password will always apply to your entire Yahoo! account. This means that it will be valid not only for Yahoo! Messenger, but also for Yahoo! Mail, Yahoo! Chat, My Yahoo!, Yahoo! Finance, and all of the other Yahoo! personalized services.

Note: For additional information on choosing a strong password, please visit the Yahoo! Security Center.

Additional Information: See the related help article "Resetting Your Yahoo! ID and Password in Yahoo! Messenger After Changing Your Password Online" for additional information related to changing your password in Yahoo! Messenger.