This is because, by default, Yahoo! Mail sends all the spam that normally goes to the Bulk Mail folder, too.
Fortunately, there are two ways to filter out the spam while accessing Yahoo! Mail through POP: you can disable the download of all the mail in the Bulk Mail folder or you mimic the Bulk Mail folder in Mac OS X Mail using local filters.
Filter Yahoo! Mail Spam to a Special Folder in Mac OS X Mail
To have Mac OS X Mail move Yahoo! Mail spam to a special folder automatically:
- Select Mail | Preferences... from the Mac OS X Mail menu.
- Go to the Rules category.
- Click Add Rule.
- Name the rule "Yahoo! Mail Bulk Mail" under Description:.
- Click on the From drop-down menu.
- Select Edit Header List....
- Type "X-YahooFilteredBulk" (without quotes) under Header:.
- Click Add Header.
- Click OK.
- Click on the From drop-down menu again.
- Select X-YahooFilteredBulk.
- Make sure the second part of the filter criterion is Contains.
- Type "." (without quotes) in the criterion entry field.
- The whole criterion should read: X-YahooFilteredBulk contains ..
- Make sure Transfer Message is selected as the filter action.
- Select the desired destination folder from the No mailbox selected drop-down menu.
- Click OK.
- Close the Rules window.

