When someone calls your computer using Yahoo! Messenger’s call features, he or she can leave a voice message if you don’t answer the call. Messenger converts the message to an MP3 file and sends it to an email address of your choosing. All you have to do is let Messenger know the email address to which you’d like your voice messages sent. Once that’s set up, just sign in to your email account and listen up!
In the Messenger window, select Call History from the Contacts menu.
The Call History window opens.
One of two things happen:
If this is the first time you’ve opened the Call History window, you’ll see a note inviting you to set up your voicemail. Click the Set Up Voicemail button.

If you’ve already indicated your email address, a line at the bottom of the window tells you where your voicemail is being delivered. If you want to change it, click the Change link.

The window displays your Yahoo! email address as well as the alternate addresses you’ve specified in your Yahoo! account.
Select the email address that you’d like to have your voicemail delivered to, then click the OK button.

Tip: If you want to add a new email address, click the Add
new email address button. This opens a Web page displaying
the email information in your Yahoo! account. Add a new alternate
address. When you return to the Call History window, you’ll find
the address listed.
Check your email account regularly; you don’t want to miss those voicemails!