Yahoo uses Norton AV scanners to scan all incoming and outgoing emails for viruses, but this does NOT include scanning "links" http's that are bad, and can be full of spyware, viruses and scams etc.
I use WOT as well as the built in yahoo virus checker to be extra safe. http://antispam.yahoo.com/virus
1) Do not open anything if you do not know the sender.
2) Check with the sender that they in fact sent you a email with an attachment.
3) Create a dummy email account for yourself, if you are infected but don't know you are sending bad links viruses to your contacts list. You will see this in your dummy account and have a chance to warn your contacts.
4) Use WOT Web Of Trust which will rate links that people send so if its RED you don't open it, GREEN is trusted and can be opened.(eg. My friends account is sending out bad links which the yahoo scanner can not detect. Because its a link, not a virus.)
5) urlvoid.com lets you check url's for viruses, just insert the link or url. All for free.
6) virustotal.com will check links, url's and files sent to you for free.
I even send the links in these forums to urlvoid, before I even click on them. To make sure they are indeed safe.