Go to http://groups.yahoo.com/ (you might be asked to log in)

Click on the link that says My Account (up at the top)

In the section that says Member Information, click Edit

It will let you add an email address.

Be sure and save your changes

Then go to the page for the list where you want to change your address

Click on My Membership

When you see your email address, there will be a drop down box, and the new address should show up on it, so you can pick it.

Again, remember to save your changes.

Hope that helps,
Kitty