You're out of luck: yahoo.com doesn't allow you to embed their site in an iframe. Nor does facebook or other popular sites.
The reason for this restriction is clickjacking.
You can verify this by checking the response headers from their site; they specify X-Frame-Options:SAMEORIGIN
which means only yahoo.com can embed yahoo.com pages.
Some older browsers won't enforce the header but all new ones will. Afaik, there's no simple way around it.
The only solution I can think of is implementing a proxy script, i.e. you embed a script that lives on your server that fetches the remote content for you.
Eg. your iframe calls "/my-proxy.php?url=http://www.yahoo.com/" and that script would look like:
<?php
header('X-Frame-Options: SAMEORIGIN'); // don't allow other sites to use my proxy
echo file_get_contents($_GET['url']);
Your mileage may vary...