Yahoo! Messenger will work if any one of these TCP ports are open:
At least ONE of these ports must be open in order to make PC-to-PC or PC-to-phone ( Yahoo! Phone Out) calls, or to receive calls ( Yahoo! Phone In).
If your connection to the web is through an http proxy, then unfortunately you won't be able to make or receive calls with your PC.
Don't know if you're using a proxy (or even what the heck one is)? You can check by following these steps: