I am guessing you are talking about viewing this in the WEBMAIL?
(loging in via rogers.yahoo.com or similar?)
This, for that interface, is NORMAL.. at least for the way yahoo has programmed it. ME designates anything which was sent from you.. a reply, sent, etc.
This does NOT show up that way, to OUTSIDE people, they will still see it at whatever you have had it as before.
Its only on YOUR views that it shows up at ME