You can only remove software that you have pushed through a software configuration. RIM only produces IM software for Exchange/Domino/GroupWise, I don't believe they make one for Yahoo/MSN/AIM/ICQ though. That sounds third party to me. You can however black all software from being installed on the HH except those you want to allow, it's called a Whitelist software configuration. Search the
BlackBerry Technical Solution Center for Whitelist and you should find it. Even if you disable the downloading of third party apps they can be downloaded and installed via Desktop Manager.
The Whitelist is your best option to lock down the installtion of unwanted apps.
I hope this helps.