There could be a few reasons for this, does anyone else have your Yahoo username and password and is logging in on another device??? also, there is a messenger area on the side of some yahoo mail inboxes which can automatically log you into yahoo messenger when you check your mail, and this of course will log you out of your main yahoo messenger, but ethier way check and double check, because if its saying this there is something else logging into your messenger, Do you have Yahoo multi id?? if so it could be that - my advice keep checking all options.