1. Clear your browser cache. I have found this really helps when Yahoo! appears to be misbehaving. If you don't know how to do that (and you really should) use this link http://www.wikihow.com/Clear-Your-Browser%27s-Cache and find the instructions for your browser.
2. Go to the Yahoo! groups site at https://groups.yahoo.com/neo
3. Down the left hand side of the screen you will see a list of the groups to which you are subscribed (see Figure 1). Click on the one you want to search
4. At the top of the screen is a box that says 'Search Conversations' (see Figure 2). Type in that box what it is you are looking for, the click the 'Search Groups' button just to the right. By default the message subject and body are searched for your criteria.
5. You should be able to find what you were looking for in the results. If not, there is an 'Advanced Search' button (see Figure 3) that allows you to be a bit more specific.
Please let me know in the comments if this helps or not.