Try using an socks proxy.
Go to
www.samair.ru/proxy and select any of the working socks proxy.
In yahoo messenger's prefs, select the socks option and paste the proxy ip and its port number. Once done restart the messenger and try it.
Make sure to test the sock proxy by doing a ping test. Select a socks proxy which has a latency of less than 250 ms. That website has a lot of socks proxies of india itself so you shouldnt have any problem finding one.