The Yamanner worm does not send itself as an attachment, it resides inside the e-mail body. The worm activates automatically by just opening an infected e-mail message with Internet Explorer. It uses a 0-day vulnerability in Yahoo! webmail system.
The infected e-mail sent to Yahoo! users look as follows:
Subject: New Graphic Site Body: Note: forwarded message attached.
This type of worm is not a surprise - it has been theorized since at least 2001. Yamanner is however the first worm to be realized in the wild.