Serious trouble with my Yahoo! Messenger .. and Internet Explorer too... please help..?

Do an online scan with trend micro, panda anti virus or the anti virus of your choice. Tell all of your contacts not to click links sent from your account. You seem to have an IM worm. They use your buddy list to send emails or IM's with a link, when the victim clicks the links they are sent to a site where the worm is installed into their pc. You need to do the scan and repair as suggested asap!