If any mail impersonates Yahoo! telling you that you have won moneytary prize or lottery then its not true and that is a 'phishing mail' or scam!
Read that from here and take actions accordingly:
http://help.yahoo.com/l/us/yahoo/mail/original/abuse/abuse-63.html
If you received an email impersonating Yahoo! and would like to report it please forward the email to:
[email protected]
[email protected]
or If you have already been tricked into giving your password, please visit
http://help.yahoo.com/l/us/yahoo/security/general.html
and follow the instructions there.
Also read about the fraud,bogus phising scams and protection against those from http://www.consumerfraudreporting.org/
You can report your scam for feedback there: http://www.consumerfraudreporting.org/feedback.htm
Upgrade your Yahoo! mail to Yahoo! Mail plus..it has better spam and scam protection capability with some monetary subscription.
Or down load and install McAfee anti-spam-phishing mail filter in your pc but it can cost you some dollars.