I don't know a lot about Yahoo mail, but do you have the option of a junk mail filter in the actual web interface?
Also can you set it up as a POP account in an email client?
If you can, the best solution would be to get an email filtering program for your PC, that'll scan the incoming emails and filter them accordingly.
Alternatively, you could forward the spam messages to the spam report address of Yahoo (whatever it is :p), and maybe blacklist the senders, or redirect recurring subjects to separate folders in your webmail.
Failing that, really the only good way to beat spam is to change your email address. :{
EDIT: It seems that Yahoo recently started charging users for POP access to their mailservers. :{
EDIT2: It also seems that there is a legitimate utility to circumvent that: <a href="http://www.ypopsemail.com/">YPopsEmail</a>
Note: I would recommend this way. There are some articles on how to use it with spam filters in the "Coexisting with Spam Tools" section and some articles on running it with different email clients in the "Configuring Mail Clients" section. :p