1.
Step 1

Open your Yahoo! Messenger program and sign in. Go to the "Messenger" menu and select "Preferences." Highlight "Alerts and Sounds" under the heading "Category."
2.
Step 2

Navigate down the list and view the available alert instances. Highlight the instance you would like to set under the "Alert Me When" heading.
3.
Step 3

Look at the available boxes under the heading "Alert Me By." Check the boxes that correspond with the alert you would like for each instance. Uncheck the box labeled "Enable Alert Sounds" above the "Alert Me When" heading if you would like to shut off audible alerts altogether.
4.
Step 4

To find more available alert sounds, click on the "Browse" button to browse your hard drive for .wav files. When you find one you want to use, highlight it and click "Open."
5.
Step 5

Click on the right-pointing triangle icon to the left of the "Browse" button to listen to the selected alert sound.
6.
Step 6

Select "OK" when you're finished to close the window and begin enjoying your new Yahoo! Messenger alerts.

thanks sir Zalvaje for this post..