I have used activesync and birdiesync. Activesync works with outlook. You should be able to import the contacts into that program, and then use activesync. Or you can download birdiesync and the free mozilla thunderbird. I would imagine you can import the contacts into thunderbird too. I don't have any experience with moving information in and out of yahoo mail, but that's my guess. I wonder if there is a way of directly connecting to yahoo mail. I do know that you can also download contacts from windows live mail into windows mobile.
Here is an alternative, found by a google search of "yahoo contacts into windows mobile"
http://manish.wordpress.com/2008/11/...ut-ms-outlook/