Verified answer

You can't export them, easiest way is probably forwarding them message by message.

One thing that made me happy though, is the Attachments and Photo option. It checks all photos and attachments found in the Email of your Yahoo account. It also makes it able to select all of them at once and save them to the PC you're using.

Forwarding..

Write down the Gmail-address, copy it, and open every message you want to "export". click on forward, past the address and... send it. Continue with... next message (sigh..)

You might first want to delete all non essential mail before you do so.

You might also want to send some sample messages to be sure you'll like the result.

The original address will be harder to find on Gmail since all mail on Gmail shows your Yahoo-address...