This is a fairly easy job to do. All you have to do is to show this code somewhere on your site:
<a href="ymsgr:sendIM?YOUR_YM_ID">
<img src="http://opi.yahoo.com/online?u=YOUR_YM_ID&m=g&t=1" border="0" alt="" /> </a>
Remember to replace YOUR_YM_ID with your Yahoo Messenger id and give t a value reflecting the button choice you like:
t=0
t=1
t=2
t=5