Do you have history on your Yahoo client that you can look through to find the link you clicked on. I don't use Yahoo's client for my Yahoo IM, I use a program called Trillian that does Yahoo, AOL, ICQ and MSN IM all in one. But, usually, you can click a user and then get the history of what you have said to each other. It would be interesting to see if Yahoo would be able to help you if you can provide a history and then the link you clicked on. I am sure they installed some kind of spyware that grabbed your password and now you are out.