I found that yahoo messenger wont work on ubuntu i tried to do the same
thing you did you'll have to get use to another my suggestions to you is try
pidgin or kopete they will run both msn, yahoo , AOL and icq give them a try
yahoo i guess wasn't meant for Linux unless i missed something somewhere
tried to install using wine but it gave me troubles and didn't log in to the
account.
don't know what else to tell you ubuntu is a good operating system but
theres some thing still needed to be worked on. [?]