there you go. Although the latest version i could find was last year's... so feel free to see if it still works
if you are specific on getting a software based yahoo messenger, then get a smartphone or go for a IM program that does Y! as well. You can always try typing in the website in your PDA ( http://m.yahoo.com ) and see if it works - it cost nothing and at least it'll tell you if it works or not.
apart from the above links, i'm afraid i'm out of ideas..