Yahoo has never done spam well - Google mail is much better at it - but I feel your pain (I have both yahoo and gmail accounts).
As Bob said, check your spam folder on a regular basis. I had a situation where someone was trying to contact me, and all of her messages ended up in the Yahoo spam folder for some reason (no, I was not filtering them...). By the time I figured out what was going on, she was too annoyed at my lack of response to want to talk to me... |