He do I change my password?

Go here: https://edit.yahoo.com/config/change_pw? Sign in with your current password. On the next page click "change password" -> enter your current password in the first box and your new password in the 2nd and in the 3rd. Don't forget to save your new settings!

Or...
1: After signing in, click on Settings.
2: Click on the pencil icon next to "Account Info."
3: Sign in if you are prompted.
4: Under the heading "Sign-In and Security" click Change your password.

http://help.yahoo.com/l/us/yahoo/profile/basics/profile04.html;_ylt=AtQ0AN6OYdiNEXjGMBF5.l3Z3XtG

For users with a merged ATT/SBC account, use this link and follow the routine described above:
https://login.yahoo.com/config/login_verify2?&.slogin=&.src=&.partner=sbc&.done=https://edit.client.yahoo.com/sbc/change_pw%3F.scrumb%3DBmL4Z6mj.lJ

Click http://edit.yahoo.com/config/change_pw

Click on your account name on the top left and manage there.