Yep, that's it. And sure! Add me away!

You go to this website [link] and you download Windows Live Messenger. It will automatically walk you through making an account or you can just use your current email address as your account name.

I'm not exactly sure what you're saying here. Yahoo does have a sort of chat service, but as far as I know, it's yahoo's chat service and not connected to MSN. You can use your Yahoo address to set up your MSN though.