Question about Yahoo Messager?

I am on an internet service that don't offerCoatroomss so I downloaded YahooMessenger. I signed in and went ti the 30s chatroom and all of a sudden my computer screen was filled with IM's. So I closed them out b/c I don't know them from Adam. I know alot of them were people wanting me to view their webcams but I am smart enough not to fall for that. I guess my question is there a way to stop them from sending unwated IMs? If not I guess I am going to have to unstall Yahoo Messager.