Sgt_Kickaxe - 9:50 pm on Jan 28, 2012 (gmt 0)
The "loading" message occurs if you have a framebusting script in place. Yahoo attempts to load you page under your image but if it can't it breaks your script and gives the above message.
Still, A copy of all your images, in full size, is shown on Yahoo with no intention of sending you traffic. It seems Yahoo! has gone and done what Bing has been doing for some time, it's worth it to block both from your images now.