A Search Engine Watch Forums thread has discussion on how Yahoo!, like other search engines, is able to locate and index sites that have no links to them. The weird thing appears that these sites not only are found, any many sites can be found through many different means, it is that they happen to rank for their own site name.
I wish I had more specifics, but since the last Yahoo! Search Update things at Yahoo! have been a bit weird.
Forum discussion at Search Engine Watch Forums.