After upgrading to the new version of yahoo messenger build (8.1.0.249) yahoo messenger no long skins, while in the classic skin theme, no matter waht skin is applied with WindowBlinds 5 (5.5 (build 94 x86).
Yahoo and windowblinds has always had a conflict each time yahoo upgrades they change codes and either messenger will not skin or it causes messenger to crash whenever you rightclick on it. I use old version of yahoo because I was tired of having to put it in the exclude list in Windowblind Config. Is there a chance you added it to the "Per Application" in WB Config by accident?
I did ask someone that is using newest yahoo and they are having no problem with WB's skinning it in the usual way.