I have just successfully tested Miha's threader using the source of a YG daily digest from Gmail.
Important: Yahoo Group mail preferences have to be set to 'fully featured' daily digest (Edit memebership> step 3>daily digest>fully featured) and the source you get should be readable by threader regardless of the client you use - all you need to figure out is how to get the source in your client).
The clients successfully tested so far have been Outlook (described in the previous post) and Gmail.
How to get xml file in gmail :
1. open the digest in your gmail inbox
2. in the top left corner of the message window there is an option 'reply', click on the arrow next to it and you will find the option 'show original' in the menu(or 'view original', something like this), click on it and voila - you've got the xml file.
Outlook is not a prerequisite for using threader. Gmail works just as good, so should others but these haven't been tested yet, any feedback is therefore warmly appreciated if you are testing this program.