If Yahoo Messenger is indicating that it can't connect due to a connection problem, please ask us to enable the Easy Option on your connection first. This solves most problems.
Another thing you can try is to enable the Proxy setting in the program.
To configure Yahoo Messenger proxy settings:
• Run Yahoo Messenger and open the Login menu.
• Select Preferences, then click on the 'Connection' tab.
• Set proxy settings: click on the 'Use proxies' and enter your proxy server address of proxy.caylix.com, port 3128