Well, I know the feeling! Assuming that you are on Windows XP, I'd reccomend setting up 2 different accounts, and password protecting yours. Make your account the "Administrative" account, and have his be the "restricted" account, but no password. When his account is restricted, Windows will allow him to download anything he wants, but won't let him install it, telling him that he needs to be logged in as on an administrative account to be able to install anything. You might have to uninstall the Yahoo messanger first...there's no point in restricting an account so he can't install and use something if it's already there.
All of this can be done through the control panel, and is extremely simple to do so. Just start with "user accounts" and click "create account". There's a box "restricted" or maybe it's "limited" account, check that one for his account. Click done. Now, click on your account (the one with administrative permissions), and click (I believe it's) change password or password protect. Choose a password that he won't guess, something alpha numeric and random, like 6E56E&Wfm&
for example (no, that's not a password to anything I have either, just a random example). NOTE that passwords are case sensitive, so remember it. Now, click "change how users log on", and ensure that the box is checked that requires a login at startup, this will prevent him from getting on your account easily by just restarting the computer.
Hope all this helps
War produces veterans, wounded both physically and mentally. They have sacrificed for us.....and it is now our job to help these veterans, as they have already helped us in ways we will never know, in ways that we cannot fathom, and in ways that we take granted every day.