I'd say it's a plugin for yahoo messenger
you possibly need something like InfoPipe for xmms (plugin) so that the song information can be get from the player, but I'm quite sure you need somekind of plugin for the yahoo messenger app itself so it displays the song name...I mean, how could xmms suddenly control yahoo messenger? wouldn't it be a lot easier (and more sensible?) if yahoo messenger would control itself and only ask xmms for what it's playing
at least with irc-stuff this works like that...irssi, x-chat etc. nearly all of the famous irc-clients have some plugin that reads xmms's song somehow (from InfoPipe or whatever) and then do the job by themselves...Xmms's plugins are listed in it's website at xmms.org, but I'd say you should google for yahoo messenger plugin (I don't know if it supports plugins..haven't used..but hey, you asked
heh)