From their privacy policy, located at
http://info.yahoo.com/privacy/us/yahoo/details.html COOKIES
Yahoo! may set and access Yahoo!
cookies on your computer.
Yahoo! lets
other companies that show advertisements on some of our pages set and access their cookies on your computer. Other companies' use of their cookies is subject to their own privacy policies, not this one. Advertisers or other companies do not have access to Yahoo!'s cookies.
Yahoo! uses
web beacons to access Yahoo! cookies inside and outside our network of web sites and in connection with Yahoo! products and services.
A Web Beacon is a yahoo-specific tracking-cookie like device. Its MACHINE-specific. You can set it to not record where you go, but you have to do it with every machine, not with just your user account.
Note: This opt-out applies to a specific browser rather than a specific user. Therefore you will have to opt-out separately from each computer or browser that you use.
Granted, i use AdBlock Plus on my Firefox, so i rarely, if ever, see advertisments to begin with. But tracking where I go to sell the info to someone else, that's a no-no.
Opt out by clicking here:
http://info.yahoo.com/privacy/us/yahoo/opt_out/targeting/details.html