I suggest using the ToolsBaer for Yahoo Backup Tool to move your Yahoo mail to Outlook PST. You can save either some emails or the whole mailbox, depending on what you require. The tool has a strong structure built in to make sure that no data is lost while it is being backed up. You can use this utility to move Yahoo mailboxes into different file types, such as EML, PST, and MBOX. You can additionally try out the free demo version, which backs up things in each folder for free.