You can't enable Yahoo Messenger to forward messages to your mobile because Qatar/Q-Tel is not supported by Yahoo.
If your 6600 has WAP or a browser you can do it. Call 111 and choose the mobile option from the menu and tell Q-Tel you wan't to enable it.
I think it costs 45 Riyals per month, maybe less. I have it but the charges get lost among all of Q-Tel's others.