Here is an example for setting DNS:
ARecord @ 12.345.678.99
CNAME www @
CNAME mobilemail mobilemail.prod..someeserver.net
CNAME pda mobilemail.prod.someserver.net
MX @ smtp.somesserver.net
MX @ mailstore.someserver.net
ARecord is for hosting (IP address)
www points to ARecord
you may have mobilemail and pda but dont have to
MX is for mail.
These records you should have on domain registrar under DNS settings. Since you will keep mail on Yahoo dont change MX records, leave it. Just change ARecord and www to point to your new server IP address (for hosting),