I think I might have solution for you. This is a tiny bit dated, but, I worked through it and I think it might be what you need.
http://womeninbusiness.about.com/od/emai...o-Mail.htm
Quote: 1. Check your Yahoo! Bulk folder. If you see email from someone you want to add to your whitelist, highlight it and click Not Spam.
2. Create a filter to automatically send email from certain domains to your Inbox: Click Options in the top right navigation bar. Select Mail Options from the list that drops down. Choose Filters. Click the Add button. Choose the field you want to match in the incoming message (i.e., Header or To) Choose the criterion by which you want a match to be made (i.e., Contains). Enter the text string to compare (i.e., From Women in Business). Then choose the destination folder (i.e., Inbox).
I underlined the parts that have changed regarding navigation to find what you need in the quote above and the changed instructions are here:
Where it says Click Options, instead click on the gear on the right side of your computer screen. Then, click on Settings. In the box that opens up, click on Filters in the Left menu. Then, follow the rest of the instructions.
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I have not used the filters on my Yahoo mail (I rarely use that email addy at all), but I do use filters on my regular email when I download it from the server and it works beautifully.
Mind you, if you want to create a specific AO folder and use the filters to send it to there instead of to your Inbox, you can do that very simply as well. When you hover over the word Folders, a little folder with a plus sign shows up just to the right of the word folders. Click on that and create your new mailbox.
I hope this helps!
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Hurray!! 
