I'm still on XP, because I utterly despise Vista for a number of personal and technical reasons. In any case, Yahoo can't currently sync those things out of the box, however, you may want to look into Yahoo! Go 3.0 for various Yahoo functionality...
Just head to
http://go.yahoo.com/ from your phone.
PS: I should also note that using Yahoo! Go would be a largely platform independent choice, since they're more web-based.