Hi Peter,
There are a few things you need to do in order to get Yahoo to 'whitelist' your mails:
1.) Contact Yahoo at the below url to request registering your mail server:
http://help.yahoo.com/l/us/yahoo/mail/postmaster/postmaster_wl.html 2.) Update your MX and TXT records with your domain registrar to point to the hosting provider's mail server.
3.) Check your email headers in Yahoo to see if they have the following entry:
X-YahooFilteredBulk: <your hosting provider's mail server IP>
Once you contact yahoo they might ask you for some information about your website like privacy policy and IP address. Hopefully they will remove you from their blacklist.