Edit: bodhi.zazen ~ Please take note that this how to was written in 2005 and *may* be outdated. In addition Ubuntu now includes applications by default ( Ubuntu and Xubuntu = Pidgin ; Kubuntu = Kopete) that will access the Yahoo network (so not need to install the Yahoo client).
1. Install libssl0.9.6 through Synaptic or
sudo apt-get install libssl0.9.6
2. Download this file from messenger.yahoo.com.
3. In a terminal, write:
sudo dpkg -i /path/ymessenger_1.0.4_1_i386.deb
replacing path with the path to where you downloaded the file.
4. Run /usr/bin/ymessenger and follow the few simple instructions for setting up Yahoo! Messenger. An icon will be placed on your desktop.