Yahoo Groups may do some funkiness to make it difficult to grab whole sites -- I would think they're pretty protective of stuff on their site and will try to resist spiders.
Google Books has a book ("Spidering Hacks") that talks about backing up Yahoo groups. Long linky:
http://books.google.com/books?id=4M2wlXE0oCsC&pg=PR6&lpg=PR6&dq=%22yahoo+groups%22+wget&source=web&ots=xWdRuk2Wvj&sig=uev4aNJROEmu8JRNAiQDNUcp-eY&hl=en&sa=X&oi=book_result&resnum=6&ct=result#PPA143,M1
It discusses using a perl module - www::yahoo::groups.
http://search.cpan.org/~spoon/WWW-Yahoo-Groups-1.91/lib/WWW/Yahoo/Groups.pm
It's pretty easy to install perl, at least something like the ActiveState version (but it can be a big download). Perhaps you can find someone who already has it installed. There may be something else out there, too, but this is the first thing that popped up that looked reasonable.
HTH! Good luck!
Cheers,
Scott.