I´m not sure if Yahoo messenger have a autoupdate function, so if not...
From: Secunia (http://secunia.com/advisories/23401/)
Criticality: Highly Critical
Description:
A vulnerability has been reported in Yahoo! Messenger, which potentially can be exploited by malicious people to compromise a user's system.
The vulnerability is caused due to an unspecified error in an ActiveX control and can be exploited to cause a buffer overflow. No further information is currently available.
The vulnerability is reported in versions obtained prior to Nov 2, 2006.
Solution:
Update to the latest version.
http://messenger.yahoo.com/