Do you mean the security picture (sign-in seal) that you get on the login box for Yahoo mail? If you just click on the bit that says "create a sign in seal" it tells you what to do. Usually involves uploading a photo of your choice.
(But I suspect you're referring to something else.)
Only drawback I find that is when I run a clean-up program the sign-up seal disappears and I have to re-create it next time