This is now days a common problem with Yahoo Messenger when signing into the account as “You have been disconnected from chat because you have signed into Yahoo Messenger from another computer or device”. If such is the massage which also annoys you then don’t need to be afraid as there is nothing to be worried.
As this is clear for the above massage that your account is already logged in somewhere else which is nothing but the conflict between yahoo mail server and the yahoo messenger server. You have to disable chat in your Yahoo Mail if you want to use your desktop Messenger, by doing Signing out of chat. from your mail account. You will remain signed out for every session of log in until you change your status back.