WebSence is the reason Yahoo Mail does not display correctly.
After you logon to your yahoo mail account, yahoo uses http://ads.yimg.com to display ads and other graphics. They also us http://us.i1.yimg.com and many many other URLs. If Websence is blocking these sites (or the graphics from these sites) it will disrupt the flow of the page and the page will not display properly.
Since WebSence is not blocking the entire Yahoo Mail site you do not see a WebSence block warning.
I have been trying to work on our WebSence policy file for several weeks. I have managed to get Yahoo Mail to display a little better but am still having problems with page layout.
If I come up with anything that might help, I'll let you know.