May be know you confuse because u can install Yahoo messenger in your office because your office using proxy or the administrator block The Yahoo Messengger software .Based on my experienced :
1.You can Use Pidgin
2.You can use Trilian
3.Or you can use web messenger from yahoo
4. you can use digsby. In digsby may be you will face difficulty to install software . I recommend you register digsby not on proxy connections because some time the captcha couldn.t display..