Click the Messenger menu and select "Sign into (device's number will appear here)." This logs you out of Yahoo! Messenger on your computer and immediately logs you into Yahoo! Messenger on your device.
Click the OK button to sign in to your mobile device.
Note: You need to have a strong signal and be within the coverage area to receive messages. If you are, but are still having problems sending or receiving messages, switch your phone off and back on (as a means of providing an updated "request" to the network).