|Make sure no one else has access to your account. Change your password etc.|
I don't see how an Email can send itself without someone else having access to it or you have some sort of hidden virus that's running scripts(Which could be tragic if you access bank accounts etc).
Run a scan on your PC to make sure. If you need software for it I'd recommend Comodo Firewall and Anti-Virus, myself.
If you know it isn't someone accessing your account or your PC. Contact Yahoo and they should be able to sort it.