May B I cud

hmmm .. Do u knw da proxy address and port you use to connect to internet.. ?
If Yes.. Frm da Messenger Menu,
Messenger --> Connection Preference
You'll See a Window call "Yahoo! Messenger Preference" in connection section
Select "Use Proxy" radio button
Tick Enable HTTP Proxy and Enter Details
Hit Apply n Then Ok....
You are Gud To Go nw
well wht if u dunno proxy settings....
Open IE --> Tools --> Internet Options --> select Connection Tab --> hit LAN settings..
U'll find wht u were luking for
Cheers !