I contacted Yahoo! customer support about your problem and this is the
reply that I received:
"From the information you've provided, it sounds as though the email
client you are using is not requesting the information from our server
correctly. Sometimes, even though you have configured the client
properly, a corruption may occur and result in improper behavior.
We recommend completely removing the Yahoo! Mail account settings from
your email client then reconfigure the account again. (Note: If you're
using Netscape, we do not recommend removing the account, as this will
cause a new Inbox to be created)"
Also, check in your Yahoo account settings. I know that a lot of web
services which offer POP access there is a setting which can be turned
on or off controlling which messages download.
If this does not fix your problem, please let request a clarification
and we'll try to find what else may be causing the problem