You may have ad / mal-ware. Further information can be found in the Troubleshoot Firefox issues caused by malware article.

Run most or all of the listed malware scanners. Each works differently. If one program misses something, another may pick it up.

This could be part of your home page, especially if Yahoo is your home page in Internet Explorer. Yahoo knows what browser you are currently using to access its site, but due to security restrictions, it has no idea what other software is installed on your computer (thank goodness!).

If that's the situation, I think you just have to live with it, unless there is a button to "X" off the message, in which case sites usually set a cookie so they remember not to bother you with the same message again. Of course, if you clear cookies frequently, the message may come back just as frequently.