At the top of your contacts window you will see a 'Settings' link. Click on the 'Settings' link to reveal the preferences pop up window.
Yuuguu will try and login automatically for you by default. If you enter your email address or password incorrectly it will let you know. When you login and you are already logged in from a different machine, you will be logged in and the other machine will be logged out and returned to the login screen. While Yuuguu is trying to login your will see the message "Connecting please wait...". If you lose your internet connection, Yuuguu will try to login until your connection is restored.
See also: Windows Firewall | Advanced settings