Can not download Flash player because of "Yahoo Messenger"

  I can not download Flash Player on my computer because it says I need to close yahoo messenger, but it is not open for me to close it?????

I do not have any Flash Player downloaded on my computer I opened the link to check if i have Flash Player downloaded.... no picture plus I checked the uninstall nothing.  I have Internet Explorer 8 also I have windows 7.  I saw another support thing I tried loading an EXE. file It gave me the same thing close Yahoo Messenger.  I downloaded the uninstall Flash player to my desktop nothing.  I tried about 30 times to download flash player nothing always the yahoo messenger.  I really do not want to delete my yahoo messenger please!!!  I am on Facebook I play a couple different games and I get it where it will not load the game because I have to down load flash player.  Oh yeah I went to my cache and cleaned that out also. I did a disk clean up also.  I have restarted my computer sooo many times I can not count.  I hope someone can please help me.  If you do help please put it in Lehman's terms I know some stuff about computers, but not the lingo too much!  Thanks a bunch....Laura