i have the same issue using my yahoo in mail aswell, but i get around it by using another account when *sending* mail. it still states the mail as coming from my yahoo-account.
this requiers you have multiple accounts in your Mail-app, though. as for me i uses my internet-providers outgoing mail-server whenever sending mail from Mail, regardless of what account i want to be stated as my adress.. this is the only one wich works for me.
play around with the account-settings in your mail, try setting outgoing mail-server to another account you know works, and it should be all good.
alex.