You sure do! As a Yahoo! Mail user, you get protection against viruses for incoming messages that are POPed down to a local mail client.

When POPing your email, you might receive an email from mail-antivirus@yahoo-inc.com. You will receive emails from this address in the following cases:

• Someone sent you an email with an infected attachment that was cleaned. The original email from the sender is attached to the email from Yahoo!. The cleaned attachment is attached to that email.
• Someone sent you an email with an infected attachment that could not be cleaned. The original email from the sender is attached to the email from Yahoo!. The cleaned attachment is removed.
• You received an email with an attachment that could not be scanned before it was POPed because virus scanning was temporarily unavailable. The original email from the sender is attached to the email from Yahoo!. The unscanned attachment is attached to that email.