To add someone from the Contacts menu:
Go to the "Contacts" menu and select Add Contact.
In the window that pops up, add the contact's Messenger ID. You can also put the new contact into a group and add contact details. Then hit Next.
Include a short message to the new contact, if you want. Then hit Next.
Click Add when you're done.
To add a contact to your Messenger List in Yahoo! Messenger for Web:
Click Add at the bottom of the Messenger List, then click either Yahoo! Contact or Windows Live Contact. (You can add either type.)
Type or paste the person's Yahoo! ID or Windows Live ID in the box that opens at the top of your Messenger List. Then hit Next.
Note: When you add a contact to your Messenger List, the contact also gets added to your Yahoo! Address Book.
Note: The contact is automatically notified and given the option to allow or deny your add request. If the contact denies your request, they won't appear in your Messenger List. When you add a contact to your Messenger List, the contact is also added to your Address Book. You can add up to 1,000 contacts to your Messenger List.
Note: Your Windows Live contacts must be using the latest version of Windows Live Messenger. If they do need to upgrade, the invitation will automatically include a link for them to download the latest Windows Live Messenger.