OK, I'm late in joining the party, but I too have some questions.
Since you mention "I'm using Firefox version 4. Version 5 is total crap"
Then I take it you are using Yahoo webmail (see #### below), e.g. viewed through your browser (otherwise I can see no point in mentioning your browser) or a POP3/SMTP account ?
What shield are you stopping or are you stopping all of them (not advisable) ?
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If you are using web mail, then it is the Web Shield that would monitor your HTTP traffic whilst viewing your email.
If you use an email program, like Thunderbird, etc. then it is the Mail Shield that monitors your email traffic.
If using webmail then you would presumably log on using an HTTPS page, which is validated before opening your email account probably on an HTTP page. Is this how you log on ?