I've been getting a lot of this spam lately. Generally by receiving a *genuine* notification of having been added to spammy yahoo group along the lines of:
From: kgsqdj Moderator
Subject: Welcome to the kgsqdj group Hello, I've added you to my kgsqdj group at Yahoo! Groups, a free, easy-to-use service. Yahoo! Groups makes it easy to send and receive group messages, coordinate events, share photos and files, and more. ...etc
I've been reporting them to spam-abuse as I go... but there is actually a solution to this (and don't hit the button at the bottom of the spam email).
You need to go to your yahoo groups prefs page: http://groups.yahoo.com/myprefs.Then for each email address you have listed, clieck "edit" and untick the box marked "Allow group moderators to directly add me to their groups".
If you really want to be in control, also untick the box marked "Allow group moderators to invite me to their groups."
This way you'll only ever join groups that you actually apply to join.