Depends on how you want it set up.
1) thing with Yahoo DSL, is you need to install there software

to connect the First time, there software helps in creating the Username / Password that the modem will use to connect.
2) Are you wanting to hook up multiple computers, If so you will need a Firewall/router, if Not, you should still get a Firewall/router.
So lets start at the begenning
1) In the kit you will receve the DSL Modem, cables, (Possably a Network Card), and DSL Filters.
2) Conect the DSL Filters to each phone in the House.
3) Conect the Phone line without a DSL Filter to the DSL Modem
4) If you already have a network card skip Step #5
5) Install the Network card that came with the DSL Kit & Install the software for the network card
6) Connect the DSL Modem with the network cable to the Back of your computer.
7) Install the Yahoo/SBC-DSL Software And Follow the automated instructions
8) Create your Username & Passowrd (REMBER THEM)
9) If you are going to be using a firewall / router, the firewall/router will have an internal webpage that will allow you to enter the Username & Password form step 8
10) If using firewall / router, connect DSL Modem to the FIrewall router Out connection.
10a) Connect the rest of your computers to the Firewall
10b) Set your computers to get a IP Number from the firewall (in your network settings)
11) If your not using a firewall/ router and your using Windows, format your harddrive & kiss your computer goodbuy because you will be hacked in about 24 Hours

11a) But really, first thing is after you connect to the internet, download ALL updates & security patches from Microsoft.
This is just a quick overview, but the instructions that come with the kit should be enough to help you get started.