Yahoo Mail has provided an easy step by step guide to do this easily.
You can view the tutorial here. http://help.yahoo.com/tutorials/mmail/mmail/mm_accessother1.html
Note:
Your username is 'youremail'@'yourdomainname'.'extension' e.g support@whogohost.com and NOT support.
The mail server is of the form mail.yourdomainname.ext e.g. mail.whogohost.com if your domain name is whogohost.com.
The port numbers are always correct as at the last time checked. Leave them as Yahoo puts it.
Best of luck.