Are you setting up Outlook Express or Outlook (full)?
You may be tempted to lookup on the internet to see what the email settings are, but don’t be misled. You might get lucky, but if you’d rather get it right the first time, then take a moment and logon to your Yahoo! Mail Classic account with your AT&T username/password. Once in the account, goto Options on the right, click it and then click on the link for POP Access and Forwarding on the left. Click View Pop Settings and enter your home phone number if it prompts for it. Follow those instructions to set your POP and SMTP settings including SSL ports. You may want to click on the SSL box in Outlook’s setup and APPLY the change before changing the port number or it may reset on you.
Once you enter those settings your email should work. If it does not, then you may be blocked by a Firewall. Disable the firewall temporarily to check if it is blocking you. Open the ports your email client is using on the firewall and you should be good to go.