How does he know it's ME!!

I have a buddy on MSN LIVE Messenger (latest version). If I create an account on Yahoo Messenger (latest version), under an entirely different name, he comes on Yahoo Messenger and says, "Rachel I know this is you." I've tried opening several Yahoo Messenger accounts, but he comes into a chatroom with his webcam, and can always tell which user I am. Is there a security breech or an underground program that allows an MSN LIVE Messenger buddy to see your activities on Yahoo Messenger? Is it solely a Yahoo thing? Is he somehow seeing the same IP address on both messengers? Someone PLEASE HELP ME. This is an emergency. Thanks!!