If you are using the New Yahoo! Mail, remember it has the built-in messenger when you sign into e-mail.
Yahoo will detect that you have signed into your Yahoo! Mail.
You are then disconnected if you sign into Yahoo! Messenger.
Besides your user-name, you should see an option, "Available".
Click on it and change your status to "Sign out of Chat".
You will then be able to log back into IM and stay logged in.
One cannot be signed into both IM and Mail Chat at the same time.
This is why you receiving a Message saying you are signed into another computer.
Merely disable/cancel the Chat in your e-mail account.
**Note--Yahoo remembers your settings until You have them Changed.
Hitting the X on Your Contacts page in Yahoo! Messenger does Not Sign you out of Yahoo! Messenger, it merely closes the contacts page. Always Close & Sign Out for Messenger.
Never X Y!M off..
Here is a Link to follow to explain it to you:
"How to sign out of or disable Chat? | Yahoo! Mail Help:
http://help.yahoo.com/l/us/yahoo/mail/yahoomail/chat/chat-05.html
Best of luck to you.