There's some free, open alternatives like Pidgin which handles both Yahoo and MSN or you could try Skype ( http://www.skype.com ) which has cool voice & video chat quality - much better than Yahoo or MSN (Pidgin doesn't support video or voice though, sadly :/). Piidgin is less likely to be targeted for hacking since fewer ppl use it.
If you go for Pidgin ( http://www.pidgin.im/ ), then after install, go to Tools->Privacy and set privacy to: 'Allow only the users on my buddy list' for each account type (e.g. MSN and Yahoo if you add both to it). This will prevent those irritating random spam messages you get now on Yahoo trying to make you click on links.
but seriously guys..DONT add me unless your going to talk to me! or youll end up deleted and blocked. i dont dig ending up with a buncha random people on my list that i dont talk to/cant remember who they are..