Does your connection to that server cross over from one internet provider's
equipment to another's before it reaches the server?  If so, such
connections
are often blocked if they go to port 25, in order to cause problems for
spammers.  Check whether they offer instructions for using a port other
than port 25.  Just trying all the ports is a very slow way to find out
which
ones work, since there are about 65,000 ports available.

Also, some email servers refuse to let you use 8 bit MIME.  In case that
is one of them, click on Tools, then Options, then Send, then the HTML
Settings under Mail Sending Format.  Record what you see there, in case
you later need to change it back.  If the text in the box with the triangle
is None, click on the triangle, then one of the other options.  If there is
a checkmark in the box before Allow 8-bit characters in headers, click
on this box.  Click on OK, then the Plain Text Settings under Mail
Sending Format.  If there is a blue dot in the circle before MIME,
either make the same kind of changes here, or click the circle before
Uuencode.  Click on OK, then Apply, then OK again.

I can't read Portuguese, so had no luck searching for the official
yahoo.br email setup instructions. However, from what I gathered
from this page:
http://www.guiadohardware.net/comunidade/erro-outlook/849126/
it appears that you should be using port 995 for receiving, port
465 for sending, both with the SSL option. Also, make sure that
"My server requires authentication" is checked, but that "Log on
using Secure Password Authentication" is *not* checked.

By the way, since you are learning English, it may help you to
turn on the English spell checker: Tools, Options, Spelling.