Many people arrive at this site looking for information on how to install software without admin access, especially Yahoo messenger. I'm assuming that the visitors are using Windows — so here is the answer:
Download a free program called Gaim Portable.
Double-click on the file and "install" it to the desktop (it will just extract the files to a new folder). Navigate into the new folder and double-click on GaimPortable.exe.
Gaim allows you to connect to Yahoo Messenger, MSN Messenger, AIM, ICQ, Jabber, IRC and more...
Here is a screenshot of using Gaim Portable to login to Yahoo Messenger without admin access: