I set up my mailbox using the settings Tony mentioned,
Mailbox type is Pop3
Incoming server is pop.mail.yahoo.com
Outgoing server is smtp.mail.yahoo.com

I did not change the outgoing port (25), but I did go under the Advanced button (on the last screen of the mailbox settings) and on the SMTP Server tab I selected SMTP Authorization of Login. I changed that setting after not being able to send the first time (with a setting of None).

I was able to send and receive, including using the Send As Email from a sketch.

But what Tony mentioned is very true, the network you connect to may not allow you to send using the above Outgoing settings, instead they may require you to use their own SMTP settings. I used my cell phones WAP connection to do the above test, but I know each of my two dial up networks has specific SMTP settings and you can't use any other settings.

Let me know if I can help with any other of my settings (I'm no expert, but it did work for me so maybe we can figure out what's different).

See Ya
Viking