Yahoo have just added a new security feature to their pages to help guard against phishing. This 'Sign in seal' is apparently separate from Yahoo and resides on the user's computer. I haven't yet been able to locate the specific cookie, (if that is what it is), I just know that it is removed when I run CCleaner. Is it possible to create a special section in the 'Options' of CCleaner that allows you to retain certain cookies whilst removing all others?
Cheers.