There are a few different ways of creating a Yahoo! Mail desktop icon:
One is: Go to Yahoo! Mail page http://www.mail.yahoo.com/ , at the top of
your screen click File, a menu drops down, put your mouse cursor on Send, a
menu pops up, click Shortcut to Desktop.
Another way: Go to Yahoo! Mail page, right-click on a blank space, a menu
pops up, click Create Shortcut, a pop up asks "Do you want to put a
shortcut to this website on your desktop", click Yes.
Another way: If it is listed in All Programs: Click Start > All Programs >
right-click on Yahoo! Mail > point to Send To and on the menu that pops up
click Desktop ( create shortcut ).
Another way: Right-click on desktop > point to New and on the menu that
pops up click Shortcut > in the box that opens type www.mail.yahoo.com >
click Next and in the next box that opens type Yahoo! Mail and click
Another way: Go to Yahoo! Mail Page > left-click and hold on the blue bar
at the top of your browser window and pull down far enough to expose the
desktop, or drag one side in or the bottom up (if it will not move, click the
box beside the X at the top right corner of the screen to Restore Down) >
left click and hold on the icon on the left of the address on the address
bar and drag it to the desktop and release it, then you can minimize the
window and left-click on the icon and hold and drag it to where you want it
on your desktop.
If none of these methods work, and the error message persists, there is the
possibility of a damaged .dll file or a virus infection.