Contacts from Yahoo? Did you import using your phone. You probably need to do that as these programs usually run only from the taking device rather than the sending device. There should be a short icon on your start up page on your phone. If it's not there, you may need to do an import. If there is way to see t he file directory on your phone, you may need do some searching around as it may have misplaced them (I don't trust them)
I see the export program page.
http://ca.mg3.mail.yahoo.com/neo/launch?
Choose the program you want to export to and click the corresponding button:
Microsoft Outlook:
Netscape/Thunderbird:
Yahoo! CSV:
vCard Single File:
(recommended for Palm Desktop users)
vCard, Zip of .VCF files:
(One .VCF file per contact, Outlook compatible)
I don't know your phone. Look up this URL
http://help.yahoo.com/l/ca/yahoo/newcontacts/sync/

All the best.