jaYMan - in answer to your original question - this is how they do it basically:
http://searchmarketing.yahoo.com/rc/srchsb/ssp_ugd.php
note the fields when they submit the feed has the "shown url" as well as the real landing page
No one has really brought this up yet - but the FTC is investigating this type of marketing although so far Yahoo hasnt been hit as they do have an explanation of it at the top of every search result page - when you have your search results click on the "about this page" link towards the top right and you will get an explanation of their CAP program