The last time I tried to figure out a Yahoo Games problem – I don't play them – I discovered that I had to be signed into Yahoo to play, and from then on I started getting gambling spam (in French, for some reason). Decent help may be a little hard to find.
Yahoo Games may require that you have both Java and JavaScript enabled in your browser, and the JavaScript may have to be set to allow pop-ups.
http://games.clauss-net.de/sokoban/ will tell you if Java is enabled.
http://games.clauss-net.de/eyes/ works for JavaScript, but doesn't indicate for pop-ups.