Well, first of all, CDONTS has been discontinued by Microsoft in place of CDO, re-write your code to use CDO Messaging instead.
With CDO you can use any email sending address you want, but if your client is hosting their site on GoDaddy servers then you are out of luck. I find it hard to believe that Yahoo is blocking messages from those mail servers but I guess anything is possible. Might I suggest a different hosting server?