If it's yahoo, did the emails originate from online or from Microsoft Outlook. If it's online, it may be someone hacked you from an unsecure location (you accessed email from work, for example). If they originated from Outlook, then you have a computer virus, and changing your email isn't going to fix your problem.
Where I work, for example, they use a program called ABTutor. They can look over your shoulder so to speak at any time in the technology department to see what you are doing online. As a result, I don't check personal email, do banking transactions, or anything of the sort online.