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Thanks for the reply, if this doesn't exist then how else are you meant to check that your account hasn't been compromised in anyway?
I'm believe that Yahoo removed the functionality you require from their ISP partners some time back.
If you feel your account has been compromised in any way, login via webmail - check all the settings including looking for any auto-forwarding, reply-to address set etc to make sure that nothing is set. Change your password, and then alter all the security question answers.
You will need to keep a note or remember those security answers, but don't use real ones. For example if it asks for Mother's maiden name - enter something completely random unconnected.