Personally I've found the 'blocking sender' function to be obsolete as a lot of the emails are made up or
[email protected] or similar and change everytime.
Try an application called Spambayse, there is an Outlook one and a Yahoo one apparently (I've only used the Outlook one) but it learns what you class as 'Spam' and 'Ham' and adapts itself.
I just review my bulk mail once every few days and if anything goes in there then tell Yahoo it's not Spam by clicking the button. Annoying and time wasting but a neccessity...