How do you access your email, is it via a web browser or via an email client such as Outlook or Thundebird?
Which email system are you on. Is it BTMail or BTYahoo ? If you are not sure log onto your email and check the BT logo. If you see Yahoo it means you are on the BTYahoo system.
If it is BTMail you need to go to the settings, found by clicking on your user name at the right hand side then go to Mail > Rules. When adding a new rule make sure you give it a unique name.
I don't have a BTYahoo account but on the normal Yahoo email system you log onto your email account and go to the settings at the top right, then scroll down to more settings, click on it then go to Filters > add new filter.