Browsers Prompting user name and Password

When I am signed in with my yahoo or Msn messenger. there is a option to to click and go to your inbox Directly. no need to open and browser type yahoo.com or hotmail.com and enter the ID an password, because you have already entered my ID and password in my messenger.

But now a days my browser is prompting me user name and password clicking that mail option from yahoo messenger or msn messenger why?
please help