The latest version of Yahoo Messenger should run fine through the OneCare firewall. If it is being blocked, open OneCare, click change settings and check the advanced settings on the firewall tab for blocked and allowed programs. You can add Yahoo Messenger to the allowed list and unblock it if it appears as blocked. If you need help with this, please contact support.
How to reach support (FAQ) - http://social.microsoft.com/Forums/en-US/onecareinstallandactivate/thread/30400b52-7f26-4ba0-bc18-17e305329d90
-steve
Microsoft MVP Windows Live / Windows Live OneCare & Live Mesh Forum Moderator