I've an e-mail account with Yahoo.co.uk for the last four
years and I've noted over the last few months that if I don't
move mail out of the main Inbox folder that is five or six
days old that it disappears without trace.  I am sure that I'm
not consciously deleting it and I've no idea why/how it is
being deleted otherwise. 

I POP to Yahoo.co.uk every night using Outlook2000 so I'm not
really losing it per se, but I pay for 2GB of storage and am
seriously peeved that this isn't guaranteeing me its full
retention.  Note that only mail of upwards of a week old is
disappearing, which rules out any of the conventional "delete
mail from server when POPed/read" options being set. 

I've engaged in a long e-conversation with Yahoo on the issue
with absolutely no satisfaction.  I'm being treated like a
beginner when I'm far from it etc. 

Please tell me that I'm not imagining what is happening to me!
Even better tell me what is actually happening and how/why :)?

Not that this will help with your Yahoo! problem, but have you
considered moving to Google's new Gmail?  It's pretty cool.  You can
pop in and get 2 gigs (for free).  If I were you were, I would just
start forwarding my Yahoo mail over to gmail and give out your address
as gmail for now on.

Just an idea.

Check your 'Delivery' settings in Outlook. Odds are, you have it set
to 'Leave a copy of messages on server' but also 'Remove from server
after 7 days'. You will find these settings under the 'advanced'
section of your internet email settings in Outlook. When it is set
this way, whenever you access new mail using Outlook, the mail isn't
deleted from the server right away, but after 7 days (or whatever
number of days it is set to) then it will disappear.

This is a useful feature if you access your mail from more than one
computer and want to have copies of your mail on each computer, but
you don't want your server inbox to keep filling up. That's the way I
use it.