I don't understand why they would change it. It doesn't make any sense. It shouldn't be happening. If they changed it for you, they might as well have changed it for everyone, but they didn't, since I don't have this problem.
Have you contacted yahoo, to see whats going on? Maybe something on their end is in error. Changing .gif and .jpg files to something else is just plain stupid, and I don't understand why they'd do that, if in fact they have.
- Damien