If you are still using Outlook Express, the default e-mail client within Windows XP, and you encounter this issue, not being able to send e-mails to any Yahoo e-mail address and receiving a fail send message reply (Message not allowed –  (in reply to end of DATA command)), you can check the most simple thing.
The date on your computer, if is not set properly, if is 2013 instead of 2012 for example, this will cause the issue.
Other than Yahoo.com, there might be other e-mail services that won’t work if the date is wrong.
Other things you can check in order to solve the issue.
Try sending an e-mail from another computer or device, using the same e-mail address that you use on the computer that won’t send the message.
Try sending the e-mail from the webmail web interface, usually is http://yourdomain.com/webmail. The username and password are the same as for your Outlook Express account.
If is working from the web interface and not from Outlook Express also, it is clearly that your computer has an issue and is not an issue from the webhost.
You can also scan your computer for viruses, check if any software is blocking. Last thing you can do is to reinstall your operating system.