It's going to take you a few days to do that.
I think it's just a glitch with Yahoo, that you can only add/edit/delete a certain number of contacts per day... after you reach the limit it seems the server will not accept any more changes. I had this problem when I changed ID's and wanted to re-add all my contacts. It took me about 3 days to get it done.
You could try
Yahoo's web messenger, I'm not sure if this will allow you to do it all at once or not, but I guess it's worth a try.