How do I change my user name on messenger to use an alias to enter a chatroom?

Supposedly all I have to do is change my username to an alias but it won't let me do that.How do I change my user name on messenger to use an alias to enter a chatroom?
If you have created an alias:



When you want to use any of your aliases....You change your user name as follows --



Before selecting the chatroom you want, On the 'Enter Chatroom As' click the down arrow to pick the Yahoo! ID you want to display in the chat room.



When on IM chat --



On 'Send As' (above the window where you type your message) click the down arrow also to pick the Yahoo id you want to display in the IM before typing your message.