Login to your Yahoo web-mail
Click on --> Mail Options | Personalization | General Preferences
Messages:
Headers: - check "Show all headers on incoming messages"
Security: - check "Block HTML graphics in email messages from being downloaded"
Security: - also check "Warn me about sending information outside Yahoo!"

Message Actions:
Forwarding Messages: - check "Forward as an attachment"

Save changes

Go to Junk Mail / Trash Folder (or whatever folder the spam is in)
Select E-mail
Click on the Forward button itself (noting for future reference that there is a down arrow selector for In-Line/Attachment so that you can still forward In-Line for another purpose)
Fill in the To: line with your SpamCop e-mail submittal address
Click on Send