go to the yahoo chat room... show this link
"http://www.junkbusters.com/cgi-bin/privacy" click it and if it shows the referrer to be anything other then "not provided" then your good to go.
You can always filter it through a DMR
Even if they wanted to they can't send a referrer because its impossibl...unless they went ahead and created their own browser. A linked clicked from any external program carries no data beside the url.