A phishing scam is a scam in which somebody directs you to a page that looks like a sign in page for something else, and asks for information such as user/pass, or sometimes things like social security numbers and bank account numbers, depending on what type of scam it is. There was a fairly well made paypal phishing scam going on a few months ago.
An Tick, I didn't think that you had filled it in, I was referring to the original poster when I said "you". Sorry for the confusion
Anyway, like I said earlier, the original poster should change his yahoo password ASAP, assuming the scammers haven't done it already.