HI, I installed Yahoo Messenger, still, Yahoo Mail not an option in IE
options menu.

?

I worked hard(not really) to make things simple again. Yahoo corporate removed the original small installation utility from their website forcing all users to install their bloatware yahoo messenger/toolbar; and so after YEARS of a lack of an easy online solution, I reconstructed a stepless installation from available online methods. Simply run the exe to restore Yahoomail as the default mail application in Internet Explorer including shortcut capabilities :-)

mirrors:
[URL]http://www.filedropper.com/yahoomaildefaultemailapplication[/URL]
[URL]http://rapidshare.com/files/130756520/YahooMail_Default_Email_Application.exe.html[/URL]
[URL]http://files.filefront.com/YahooMail+Default+Email+Anexe/;11122007;/fileinfo.html[/URL]

enjoy!

p.s. further information inside exe (compressed rar) - tested on Windows XP.