A thread at WebmasterWorld named Has anybody listed Affiliate site in Yahoo directory? confirms that people have successfully listed affiliate sites in the Yahoo! directory. Senior Member Patrick Deese said:

If you have an affiliate site just make sure that you have lots of unique content that other sites in the same cat/directory don't offer.

If you have a ton of "template" content from the merchant you are not likely to be listed.

For $299 per year, why shouldn't they list your affiliate site? Of course, pure spam pages should not be listed.

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