Your account might have been hacked.

I had a couple of friends that have had their Yahoo accounts hacked. They messeged me on Yahoo messenger with either a porn link or a url that ended in "my_b.day_pics". Once I told them about it they did some virus scans and one had viruses while the other had their account hacked.

Neither of them are online at the moment, but when they get on I can ask them what they did and see if it might be of some help to you.