You simple CANNOT. Windows Mail no longer supports the HTTP servers used by Yahoo! and other web-based e-mail providers. Windows Mail does not permit the use a Web-based (HTTP) e-mail account on a computer that is running Windows Vista.
For an alternative, use Windows Live Mail instead of Windows Mail
Windows Live Mail is an e-mail program that you install on your computer. Windows Live Mail stores messages on your computer. This means that you can access, read, and compose e-mail messages even when you are not connected to the Internet.
Windows Live Mail works with popular Web-based e-mail services such as Hotmail, AOL mail, Google mail, and Yahoo! mail. Windows Live Mail is built to automatically configure many popular e-mail services.
To install Windows Live Mail, visit http://download.live.com/wlmail