I do about, not-a-virus:AdTool.Win32.MyWebSearch.cw, found in Documents and settings

Kaspersky has at least 2 settings I know of that would prevent Yahoo Messenger from starting and connecting to the internet. One is the IDS (real time intrusion detection system) and the other is the built-in firewall.
You may need to reinstall Kaspersky with the right options.
Here’s a discussion on the Kaspersky forums that talks about it and how to fix it: http://forum.kaspersky.com/lofiversion/i…