There are two ways you can do this.

1. Go to the My Groups page (make sure you're signed in).
2. Select No Mail/Web Only from the drop-down menu.
3. Click Save Changes.

Or, you can send an email to: groupname-nomail@yahoogroups.com. Replace "groupname" in the address with the actual name of your group.

When you return, you can catch up on your messages by going to the Messages section of your group.