Hmm, did you rename the .htaccess-file in the eZP root folder? If not, try it.
If the .htaccess-file is in place and it is still not working: Check if Yahoo supports mod_rewrite. (These two things would usally make index.php/something work)
If that still doesn't work, then you'll have to change your siteaccess config (to have eZP create index.php?/something -links)
i have the same thing here. I tried the same processes suggested above and sixtynine got me to the where i wanted to be. Now i'm enjoying ezPublisher on yahoo hosting. I suggest you try it if you haven't and you'll know what i'm talking about.