You can change the yahoo messenger title bar...
For this just find the folder messenger in the drive in which the messenger is installed. Then search a file named "ymsgr". In this file just go to the end and write the following code:
CAPTION=Shailesh is the Master
Here you can write any name in place of "Shailesh is the Master"... then see the fun.... You can have your own name being placed in yahoo messenger title bar.