Are these contacts stored in a local mail client or online at Yahoo? If the
former, examine the options of the client to see if it can export in a
format Outlook will import, like a CSV file. If the latter, connect to
tyour Yahoo account, click Addresses, then click the Import/Export link at
the top right. In the Export section, click the "Export Now" button next to
the words "Microsoft Outlook". Follow the prompts. Import the resulting
file into Outlook.