Your carrier *isn't* yahoo.
Your carrier is your cellular provider.
Goto the BIS website for your cellular provider (this is likely where you setup your yahoo to be delivered to your handheld) and create/edit/delete filters.
I think most of the newer BB OS's have an 'Email Options' icon which is basically a shortcut to this site.
Verizon's BIS site: http://www.blackberry.net/go/vzw/