Make the yahoo mail account in Incredimail. The information that you require is your username, password, POP3 server and SMTP server.
You already know the first two. For the last two put localhost. Now keep yahoopops running in the background every time you use incredimail to check yahoo mail.
But be careful if your mails have attachments. I have lost them in past while using YahooPOPs with Outlook Express.