I did not notice for a while; but today noticed that Yahoo! mail has a cool new feature called ‘Download all’. This is indeed useful feature when you have multiple attachments. Normally we used to download each attachment by going through multiple checks. But now ‘Download all’ allows to download all attachments in .zip format; and before you can download; the files are already scanned to avoid another layer of validation.
Looks like Yahoo! mail blog posted this info couple of days back.