Domain users cannot login to their yahoo messenger

Archived from groups: microsoft.public.windowsxp.security_admin (More info?)

Hi,
I have created a domain controller (Server 2003) and all clients are
Windows XP proffessional. When users login to domain at their local machines,
they cannot login to yahoo messenger or in other words, yahoo messenger
popups a message saying that you may need to reconfigure proxy settings. But
any settings don't work. I have an external Firewall (Fortigate). But nothing
is wrong when users login at their local machines with administrative rights.
Also domain administrator can login to yahoo messenger.
What may be the problem?
Waiting for a good response.
thanks in advance.