I would like to send an email to all the members of the Congress (both
house & senate). How can I download these addresses into my Yahoo
email account to save the time and effort of entering these manually
from one of the websites that has this information?

I don't believe you can. If you look at some members' websites, they
only accept email through a form or the Write Your Representative
service. Presumably this is to avoid spam and worse.

http://www.house.gov/writerep/wyrfaqs.shtml#listrep

"Where can I find a list of public e-mail addresses for Members of
Congress? -- There is no central listing of Member office public
e-mail addresses. Each Member of Congress establishes their office?s
policy related to the processing and management of e-mail. Generally,
if a Member has a public e-mail address, it can be found on the
Member?s web site. Some offices choose to provide a link back to the
Write Your Representative service to provide a means for their
constituent?s to communicate via the Internet. In other cases, the
office may list a public e-mail address or provide a form directly on
the Member's web site. The U.S. House of Representatives does not
currently provide a listing of public e-mail addresses for the elected
Representatives."