Yahoo discontinued support for YahooIM for PDAs. Their server will not allow PDAs to connect. I've have been able to chat with my Yahoo buddies using Jabber. Jabber developers have created software for gateways to AOL Instant Messenger (AIM), MSN Instant Messenger, and Yahoo! Messenger. It's kind of one stop shopping for all your IM needs. More info at:
http://www.jabber.org/user/userfaq.html