What sender address are you using? It sounds like its being rejected, possibly as an anti-spam measure. Though I don't know if its from your mail server or from yahoo. Check their faq's http://help.yahoo.com/l/us/yahoo/mai...basics-55.html

Personally I use a regular <a href="mailto:..."> link instead of cfmail. I'd rather emails are sent through the user's email client instead of my mail server. That way I don't have to worry about rejected emails or people sending spam through my application. The disadvantage of using "mailto:" is that the user cannot send email unless they have a web client like outlook, etc installed.