Most likely what happened is you logged into a fake yahoo login site or a log in site to view pictures you thought were from a friend but really wasn't and your account password was stolen and they changed the zip code.
You can attempt to get your account back from yahoo messenger if you know your original information you gave when you signed up for the account. This includes your birthdate and secret question/answer. These are security questions that cannot be changed by someone who has stolen your password. Read this for the full explanation of what to do:
http://www.bigblueball.com/forums/186568…
and to prevent this from happening again please read:
http://security.yahoo.com/password_scams…
Good luck to you.