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...
PortableApps.com has many other programs that you can run without needing admin access on a Windows computer. See also my previous article on portable software for Windows.
Here is a screenshot of using Gaim Portable to login to Yahoo Messenger without admin access:

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Comments
But when done this way, only
But when done this way, only the IM feature of Yahoo Messenger is functional. You can't use Yahoo Voice.