I don't use Yahoo messenger myself but I've installed it for the sake of my little sister. Whenever I log on to windows Yahoo mess starts running. I tried finding an option-like thingy in Yahoo mess where I could uncheck the 'start when windows starts' or some option like that but I don't seem to find such a thing. Any ideas?

Well it seems that we have answered your other question. :)

Let Yahoo start. Now go to Login - Preferences. Under the General tab, where it says When I startup my computer, uncheck Automatically Start Yahoo Messenger. Hit Apply & OK.