Verified answer

You go girly pants.

Click on your avatar here or on the green "My Profile" at the top right to open your profile.

Click on the "Edit My Info" link. Go to your current avatar on the far right.

Click on "Edit My Yahoo Avatar" under it.

When the avatar page opens, look above the tabs on the right for "Change Gender" and click on it.

Then click on the tabs to select your appearance.

When finished, click on "Save Changes" in the orange bar under your new avatar.

Go to 'preferences'. Then you can change the gender.

I assume you can do that in http://avatars.yahoo.com/ with the features.