Either it needs verification to throw something away (why Yahoo!? I don't know,) you need to update a keychain (for Mail or Keychain Access,) or for even possibly iTunes, App Store, Apple.com, or Me.com (MobileMe.) These are just some random ideas, but I have three questions: do you have Yahoo! Mail or any other Yahoo service, what applications were you running at the time, and when you clicked on the window what application showed up on your menubar (I suppose Finder.)