Hi,
Here is a link:
http://help.yahoo.com/help/aa/mesg/mesg-09.html
Since Yahoo Messenger doesn't appear in your Add/Remove Programs list, the link above suggests re-installing Messenger, then it says it will be in the Add/Remove Programs list.
Since it isn't in your list now, chances are that it didn't install correctly the first time.
I wish you the best.