Yahoo.com gives the following explanation for this error message on its website:
You may be receiving the account locked error message because there have been too many failed log in attempts on your account. If you have tried repeatedly to access your account from any Yahoo! Product with the wrong information, it will become locked as a security precaution to protect your account and your personal information.To unlock your account, go to the Yahoo! Sign In page and sign in with your Yahoo! ID and password; on the My Yahoo! Page, please click on any of the Quicklinks to other Yahoo! Services located on the left side of the page. Do not close this window, then sign in to Yahoo! For the Web. Try signing in to Yahoo! Messenger.If you have changed your password, please sign in with the new password. If you continue to receive the error message, please contact Yahoo! Customer Care using the Contact Yahoo! Button.
This button is located, along with these instructions, here.
About Yahoo Messenger
Version 10 of Yahoo Messenger can be downloaded now, with enhanced video calling, the ability to see the latest Twitter, Yahoo! and Flickr updates from friends and improved language support.
As of May 2011, the application is available on the Apple iPad, and it is also compatible with Windows XP and Vista 7, as well as on mobile phones including the iPhone.
It can downloaded at messenger.yahoo.com. You can easily avoid receiving messages like this in the future by keeping your password in a safe place.