Transfering you domain registered from Yahoo Small Business to a new domain name registration companies is just straight as described in this article – How Do I Transfer a Domain Name.
Apart from these three steps 1)Unlock your domain name, 2) Check/update your administrative contact email address on file and 3) Know your transfer authorization code (a unique 6- to 32-character code designed to prevent fraudulent or unauthorized transfers), Yahoo Domains has an add-on feature called My Private Registration which shields your personal contact information from anyone doing a WHOIS lookup on your domain name.
If you have purchased My Private Registration option from yahoo , you will need to cancel it so that your email address can be retrieved by us via a WHOIS lookup.
Also note, In accordance with ICANN rules, you cannot transfer your domain to another provider before 60 days of the domain registration date with current provider.