Yahoo discussion groups can be used as a mailing list, where you receive postings and reply to them via email in your email program, or they can be used as a web discussion board, where you read and post with your web browser, as if the Yahoo group were nothing more than a web board. You can also combine these two methods and read the postings in your email program, but reply via web with your browser.
It is not possible for A4Proxy to anonymizer the replyes you send via email, but if you reply via web, A4Proxy will hide your IP address from the Yahoo server and asd the result, nobody on the group will be able to find out your actual location on the Internet.
So if you want to be anonymous (i.e. hide your IP address) on Yahoo discussion groups, you can do so by posting via A4Proxy and the web interface of the Yahoo Groups site.