As a French /. user when I click on some stories I end up on a page asking me to 'accept cookies' where I have to click an 'accept button' in order to read the story. Not only it's not a pleasant browsing experience, but it is the only part of this site where I am forced to enable Javascript in order to browse (I usually disable Javascript on my mobile browser in order to save battery). I understand that you want to comply to local laws and such, but many other sites have a way less intrusive way to remember me about cookies (usually some text at the top of the front page).

According to their FAQ you can also buy individual songs : http://help.yahoo.com/l/us/yahoo/music/music/getmusic/launch-11.html

(Disclaimer : I don't use Yahoo Music so I don't know if the FAQ is outdated or not)