Shoutbox

According to Microsoft Helppage:

You can get there also by clicking on the mainwindow the text that says:
Due to a connection problem, changes you make might not be applied to other computers you use


This is the text on the HelpPage:

Send another type of message

   1. On the Actions menu, click Send Other.
   2. Click an option to send one of these types of messages:
          * An e-mail message
          * A message to a mobile device
          * A message to an MSN Direct device
          * A wink
          * A single file
   3. Click a contact name, and then click OK.
   4. Type your message, and then click Send.

Notes

    * If you are sending a message to a Yahoo! Messenger with Voice address, enter the full e-mail address.
    * You may see two entries for the same contact. This can occur when you add a Messenger contact that uses both Windows Live Messenger and Yahoo! Messenger with Voice. To determine if a contact is using Yahoo! Messenger with Voice:
          o Open a conversation window in Messenger. If there is a Yahoo! Messenger with Voice icon under the contact's display picture, they are using Yahoo! Messenger with Voice.
          o Hover your mouse over the contact's name in the main Messenger window. If their e-mail address is followed by Yahoo!, they are using Yahoo! Messenger with Voice.
    * When you send a message to a mobile device, Messenger first sends an invitation to the mobile device contact to exchange messages with you. The mobile device contact must accept the invitation before they can receive your message.
    * You can send instant messages when your contacts are offline, and they will receive your messages the next time they sign in to Messenger.
    * You can only send your offline contacts text or emoticons.

I have also the same "problem". I have 11 computers connected to the same server using NAT (Network Adress Translation) although I have Port Forwarding.

I think this is just a glitch on the Yahoo Beta stuff. If you go to the MainWindows Menu-Tools_Options and select Connection and Advanced Settings - TCP Test you can test your connections.
If it is okay it is most probably it really is a just a glitch.