drumsy,
It shows your yahoo address because you setup a forwarding account rather than an actual mailbox. Here's the difference:
Forwarding -
Mail sent to
you@domain.com -> forwarded to ->
you@yahoo.com
Mailbox -
Mail sent to
you@domain.com -> saved on your server till your email client retrieves it
I don't use yahoo, but if they allow you to check/send email through a client such as Outlook, you can change the options for that account to display a different Reply To: name, otherwise your better off setting up a Mailbox account.
To check your mail from a Mailbox, you need to setup an email client (outlook, eudora, ect..) or check it from WebMail at:
webmail.yourdomain.com
- Matt