Verified answer

If you are using Trend Micro for Internet Security or Anti-virus, I had same problem (Might be same issue with any other Internet Security software too). Solution was to Open Trend Micro Virus and Security Controls, click on Settings and then uncheck the box referring to threats in web mail attachments. It is some type of conflict between Yahoo's using Norton to scan for viruses and the anti-virus setting on your computer.

Then should work fine.

(Don't worry, since Yahoo already scans all the attachments for viruses, you aren't reducing your security)