I'll be watching your question closely cos mines started doing this yesterday.
There is no 'close' box on the ad and it covers my inbox so that I can't get to my new mail. I'm really unhappy with this. The only way to get rid of it is to hit refresh, but it's a pest cos it just comes back when I open an email, only then it's covering the text of the email. (my ad is for TravelZoo and clicking on it doesn't even get rid of it, it just opens another tab on my mozilla, which is set to block pop ups?!?).
I couldn't find a way of contacting Yahoo about this, just found this question, but if it persists I'll be closing my 10 yr old Yahoo account, it's such a pain.