No you don't, but I don't care who disagrees with me, it helps with rankings. I've seen it with my own two eyes, that's my story and I'm sticking to it.
I've seen a serious, big time drop when a site dropped out of ODP and a dramatic rise when included. And that's just two sites. You don't NEED that ODP listing to be included in the Yahoo index, and it isn't worth anguishing about, but it's a good thing to have.
[edited by: Marcia at 2:25 am (utc) on Nov. 25, 2007]