Similar fraudulent tactics have been widely publicized with eBay. Again, this is not Yahoo or eBay's doing and that parent company does give all stolen funds back to the rightful owner. But the best case scenario is a major headache and time wasted researching the issue and dollars lost/refunded.
In conclusion, do not ever log-in to any account of any type using a hyper-link from an email. Always go to your normal log in page to enter in private information. I promise you will not notice a difference in the fake and real log in pages- these guys are pro's. Save the irritation and time. It can happen to anyone not paying attention.
Here is Yahoo's company line on the matter- http://www.ysmblog.com/blog/2008/12/12/no-phishing-here/