+1 for phishing scam. Send a copy of the email to yahoo help, subject 'phishing email' or 'spoof email'
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No Internet set-up needs a 'phone number that I've heard of, and no don't give out your 'phone numbers on the net, unless you like receiving lots of cold calling type calls?:D
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Ditto e-mail addresses, or have one specially set up, if you must supply one, to get all the junk stuff
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HTH
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aurvii