This has been a very tiresome experience trying to get Yahoo Messenger to work on my Curve 8330, especially after it worked so well on my previous Curve 8320. Tech support at Yahoo did not know why I could not sign in, so I went back to Verizon Tech Support. Explained the entire history of my work (again, ugh!) to a different person. This time we did a little different testing. I could not sign in using my user name and password on another person's Curve 8330 that I knew was working for him. I could sign into Yahoo using the web access on the BlackBerry, and PC; just not messenger with the main screen icon. The tech at Verizon suggested I change my password and try again.
When I attempted to change my password, I discovered they no longer accept a space in the new password entry. My old password had one (I had had it for a long time with a space). After I successfully created a new password, I was also able to successfully sign in using the main screen icon.
For anyone else still having this problem, this resolution might work for you.