It maybe your anti-virus preventing the file from being downloaded.
Assuming you're still on Windows XP here's what you can do;
Close YTK Enhanced
Click Start
Click Run and type regedit and click OK.
Locate HKEY_CURRENT_USER\Software\YTKE double click it. Look for Cam Scan Server on the right side.
Right click Cam Scan Server and click Modify. Next delete the current value data. Copy and paste this wc1.msg.vip.bf1.yahoo.com into value data.
Click OK and close the registry editor.
Next open up YTK Enhanced and check that wc1.msg.vip.bf1.yahoo.com is the primary webcam lookup server. Also set the secondary webcam lookup server to wc1.msg.vip.sp2.yahoo.com
After that all should work normally.
To post a screenshot;
http://www.ytk.smfnew.com/index.php?topic=33.0I've been in contact with Adam and Brock. Both are aware of the changes by Yahoo! and broken features in YTK Enhanced. I will pass this thread along to them. Sorry I can't do more.