Does the word 'Yahoo' show on the page when you're viewing your emails? If NOT, you might now be using BT Mail and you should be clicking on the printer icon:
http://bt.custhelp.com/app/answers/detail/a_id/45801/~/bt-mail%3A-printing-emails
If you're using BT Yahoo Mail then the usual print commands (to print the whole of the web page) should work. What actually happens when you press Ctrl and P together? Do you get a dialogue box appearing (inviting you to accept or change your printer settings)? If so, have you checked that the correct printer is shown there? (Yes, I know that you've only got one printer but it's possible for an old, now disused printer, to be shown there or, alternatively, something like 'Microsoft XPS Document Writer' could be shown. An incorrect printer setting could account for your problem).