A bit harsh, Jeff?

If you're happy with IE, use it. However, as Jeff says there are browsers out there that are much more powerful, like
Mozilla 1.6,
Firefox 0.8 and
Opera 7.23. You might find one of those better than IE overall, but you shouldn't feel obliged to switch.
However, getting the latest Java is easy: visit
Java.com and click the Get It Now button in the top right. Follow the instructions, then give Yahoo Games another try.
If this doesn't work, it's likely that Java isn't your problem. Check the
Yahoo Games help pages instead.