Ok I registered a domain name with yahoo and my web host isn't yahoo. How can I have my site go striaght to the web host instead of yahoo's default web page for unconstructed pages.

See I don't know what Information I need in order for my www.site.com to go straight to the my web host(not yahoo) can you tell me?

Once your register your domain name, at that point no one can take your domain name. However, you need to add a host record with yahoo's public dns server to point the domain name to a IP address (ex: www.mysite.com = 208.2.2.1). The record is a "A" record in DNS. Whenever people type in your domain name they will go to Yahoo because it is acting as an authoritative dns zone for your domain. You need to add a record to point the domain to the public IP where your website is hosted.

You can write a script to re-direct to your host, but many people are shy of re-directs. The normal way is to edit the dns A record for the domain to point to the name and IP of your host, then set up a www CNAME (alis) pointing to that. This facility is normally offered from your login to the registrar, I don't think yahoo wil be any different. Be careful setting it up, a bad dns record can cause serious problems, if in doubt talk to yahoo. You can also set the MX (mail) record if required.