When we access mail.yahoo.com and try to login we get the following warning about a trojan being detected.
What could be the problem ?

It's been happening to me too. Started within the last 2 hours.

I am having the exact same issues

A client reports that for me today too !!!

Could anyone tell us what is going on ?

It seems it's a false alarm, but I can't reproduce iwhen browsing your URL: http://us.mg1.mail.yahoo.com/dc/launch?.gx...d=fgnplbrtrlbsb
Try to force update of threats database, and check if the detection still occurs. If yes, then contact VirusLab and ask them to fix this false alarm (send the detected URL): http://support.kaspersky.com/virlab/helpdesk.html

After today's update, the alarm no longer appears. It seems it was a false alarm that triggered with yesterday's database.
Thanks.