Yahoo usually does require a one-time install for the chatroom, as far as I know the download hasn't caused any problems for anyone's systems if that makes a difference to you.
Hope you can make it in there one of these days...chat is a lot of fun when all manage to get in there together.
Thanks for the info! Now that I know what Yahoo was trying to do, I'll try it again. I may make it to a chat yet... ;)