I don't use Yahoo but I'm pretty sure that it supports IMAP, just like Gmail but unlike Hotmail. Post a screenshot of your account setup from mail - the incoming server should be something like imap.yahoo.com with the outgoing server smtp.yahoo.com and you should be able to select SSL for both incoming and outgoing servers and, of course, use your correct email address and password (may have to use it on SMTP server as well - it differs: may also have to change ports on one or both).
See this KB article - http://support.apple.com/kb/HT1277 - it specifically mentions trouble with Yahoo. Also try this setup assistant - http://www.apple.com/support/macosx/mailassistant/.
Good luck - call back if you can't get it working,