I have the yahoo ping service specified in my Update Services box - more accurately, I have the pingomatic, technorati and yahoo services listed.
The yahoo update does not work. I have to manually enter the ping service URI appended with '?u=http://myblog.com/feed/' in order to force it. The new posts then show up almost immediately when I refresh the Yahoo page.
Is there some other setting that I am missing? I am currently running version 2.0.5 of WordPress.