Yahoo is really bad about this, but it can be avoided.
They MUST add your yahoo address to their address book first. Then if your subject line has ANYTHING that yahoo thinks is spam it will junk it anyway, so don't write your friend and say "HI, you can make money"...
Or have your friend turn his spam-guard off, but he won't want to do this...Sorry, Yahoo has a horrible reputation for being a spam e-mail account, because so many people do use it for scams/spam.
Try the address book thing though, it usually fixes the problem.