Another thing to try if AdBlock doesn't work is NoScript, it's somewhat similar in scope to AdBlock but is more thorough and a bit more complex, it not only blocks static images, it blocks Javascript, Macromedia Flash, and other things, it might be able to block that chat thing. I do like the...
I have a yahoo account but didn't see anything. Check the options if any. If it is in a separate Frame, you can try AdBlock (firefox app) and see if you can block the frame.... Jay