I would report it to Yahoo
I would never open an email that came from a stranger
I would borrow another computer, set up a new email address, and change my password, using the borrowed computer to do so, making sure that it was hard-wired to my phone line.
I would, in the second computer, go back and "Delete Cookies", "Empty Cache" and "Delete History"
I would find out exactly what the problem was with my own computer.
I would scrub the original computer as in the previous paragraph, NEVER EVER USING MY NEW INFO ON IT,
Do you use a wireless router, a cell phone with your contacts on it, is your computer or phone blue-tooth enabled, because those are all entry points for an outsider. Be very careful.
Good luck