Yahoo is now using something called "Web Beacons" to track Yahoo Group users around the net and see what you're doing and where you are going similar to cookies. Yahoo is recording every website and every group you visit. Take a look at their updated privacy statement: http://privacy.yahoo.com/privacy
Once you have clicked that link, you are exempted. Notice the "Success" message on the top of the next page. Be careful because on that page there is a "Cancel Opt-out" button that, if clicked, will *undo** the opt-out.