Okay. First, obviously, have Trillian on and open. Go into the “Trillian” menu to “Add Group or Contact”. Have “Add Contacts or Groups” selected and hit next. Half of the next screen will be to select where you want the contact in your Contact List. The other side is a drop down menu where you select the medium (IM program) you are adding someone from. You then have the Yahoo! name (yours) you are adding the person to and below that is the spot where you fill in the name of the person. Then click Add.
I do have the upgraded version of Trillian so it might not be exactly the same, but that should be pretty close.
As for having contacts show up, I have had problems in the past with MSN contacts showing up in Trillian. If someone adds me to there list I do not get the notification and request for verification when I log into Trillian. I have no idea why. But if I open up MSN Messenger outside of Trillian (since it’s a default part of Windows I already have the program on my computer) I get the requests to add the new people. Then, when I next open Trillian I get the requests from Trillian to open them.
I have no idea why it does that with MSN*. I haven’t had problems with the other programs, but I honestly couldn’t tell you the last time I had someone add me with another program.
Huli, would you mind getting my Yahoo! info from my profile and adding me? Post here when you do and when I’m next at home I’ll sign on and see if it adds you automatically or not. Thanks. 
*Several years ago when Trillian first started they had problems with MSN Messenger (surprise!). MSN kept updating it to try to make it incompatible with Trillian. They apparently didn’t like the “all-in-one” type of program. Eventually they gave up, it seems, but this could be a remnant of those days.