The only thing that I have found that you are able to do is download other emoticons to replace the ones on your messenger.

They have a few different zip files on this link plus a winzip with the original emoticons should u get tired of the ones you downloaded. This link will provide you with better info, than i can give you
http://www.sector101.fsnet.co.uk/yahoo/
just copy and paste into your brower address or type it in then check it out Good luck