go to options (which is on the right top in live mail inbox page )
from dropdown menu choose more options.
then on the options page under manage your accounts select Forward mail to another e-mail account
enter your yahoo account.
it will ask you to verify your account
go you yahoo account check if you get a verification email from hotmail.
click the link on it to verify.
you are done!!
In Hotmail (window Live Mail )
You're only able to forward mail to a custom domain or an e-mail address that ends in hotmail.com, msn.com, or live.com.
yadav ji, thanks for reply..
let me inform you that Windows live email supports forwarding to yahoo accounts. Give it a try...