Welcome to the Blackberry forum. Did you purchase it new or used? Do you have a Blackberry data plan provisioned on the account.
First of all, I suggest reading the user guide that came with your device. Also take a look at the FAQ here on this site. Your carrier's website also has some good information on using the BB and setting up email. If you do not have Desktop Manager, you can download that from the carrier's site as well.
I do not think MAN Live Messenger works on the BB. Not sure about Yahoo. There are a number of IM programs out there however. Check the 3rd party software section or do a search.
Software should already be loaded on the device. Desktop Manager is used to sync contacts, calendar, etc., from your PC (generally OUTLOOK) with your BB.
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