A robots.txt file offers instructions to crawlers about how you would like them to behave, and most reputable crawlers try to follow them, but it has no effect on your server to actually force crawlers to follow them.
Typically if a crawler is not following your robots file, it either indicates that it is a rude crawler, perhaps even sending a user agent that masquerades as someone else, or it is a legitimate reputable crawler that has not seen a recently updated robots file. In this case, it appears that the source IP really belongs to the agent indicated, and I would generally expect Yahoo! to follow robots directives.
So without further information I would guess that you recently updated robots.txt to block all agents and Yahoo! has not crawled your robots.txt file since that update, but I would expect it do so within a few hours or days and begin to follow the instructions accordingly.
However, whether my guess is correct or not, if you want to force the blocking of crawlers, regardless of how kind they are, you should look into other methods such as htaccess.
Also note that unless you have a specific reason it is generally not recommended to indiscriminately block crawlers from a public facing website, as bots like Google or Bing or Yahoo may index your site and potentially send you lots of traffic.