In ZA Pro Instant Messenging CAN be blocked in advanced mode. BUT by default Yahoo, AOL, MSN and IRQ are allowed. If your IM service is being blocked then MOST PROBABLE cause is you have set either Privacy tab
or IM Security
to HIGH. Try resetting to Default or MEDIUM.
ALSO under WEB FILTERING
make sure you have not clicked on Chat or Instant Messenging. If you have they will be blocked.
I use ZA Pro and it operates fine using Default settings with a few tweaks to block some generic web sites.