When the pop up window appears click the ok button. When prompted, save the install file on the desktop of your computer. When it is done downloading the window will automatically close.
Click on the installer icon that you previously saved on your desktop. This should open an installation window. follow the specified prompts so that you can accept the Yahoo Messenger terms and modify your installation settings according to your needs.
Enter your Yahoo ID and Password and you should be able to sign on to the Yahoo messenger.