Although I'm not sure if it's clear that it
is a Yahoo address which TTD is wishing to "protect" from spam, if so, there is one service,
boxbe.com, which can be used in connection with a free Yahoo account, using challenge/response in conjunction with spam scoring. It creates a special "waiting list" folder in your Yahoo account, to which it routes "spammy-looking" messages from senders not in your "approved" list (including everyone in your address book, which can be imported to said list), allowing you to "approve" or "disapprove" them. I'm not sure if the challenge-response message contains a CAPTCHA, or exactly how it works, since I haven't used the service extensively myself, but only to filter spam from a few mostly-unused old (non-Yahoo) accounts which hardly receive anything but spam anymore.
Again, I haven't used the service much, nor have I been using it for long, so I can't vouch for how well it may work for an email account which one actually uses on a daily basis. And as suggested above, any challenge/response type system has its pros and cons, but it can be helpful if the level of spam received in an email account has reached an "intolerable" level, and as very few if any other third party spam control services work with standard free Yahoo.com addresses (thanks mainly to their lack of forwarding or POP3 access), I thought I'd mention it as something possibly worth looking at anyway.