OAuth is what lets Yahoo users log in to their Yahoo accounts and then grant your application access to their Fantasy Sports team. The OAuth guide has a pretty good explanation of the basic work flow. You say you can call other Yahoo services but not sports, which raises two questions:

1) Are these other services public services? If so, no OAuth is necessary which might explain how your calls are working for the other services but not fantasy sports.
2) Did you register your app correctly so that it is scoped for fantasy sports? When your user is sent to the authorization page and logs in, does the Allow Access page show fantasy sports? If either of these are not the case, you need to add that scope to your app.

As far as your linked example YQL call not working, that's not really a surprise, since you still have "your_user_id" in the user_id field. Unlikely that any login you can find would have permission to load info for that user, since it doesn't exist. If you aren't already a fantasy sports users, I recommend creating dummy fantasy football league and team so that you can at least have something to query. One last thing on YQL. It's not exactly ready for prime time with regards to Fantasy Sports. I would stick to the web service API.

Why is that ?
Isn't the web service based on YQL anyway ?

Other way around, the YQL layer is based on the web services and provides only a subset of what the web services can do.

Thanks for the responses guys,
This is starting to make sense.

While I haven't been able to use the utility online yet, I think I need to run through the OAuth tutorials

Right now, what I'm getting are provide credential messages etc.

It really is a new thing for me, so.. yay for learning =)

Has anyone run across a code sample of OAuth using a YDN service with private data working ?

Preferably in C#, using OAuthBase

and preferably on a desktop application

but I'd take whatever.

This is resolved, thanks guys!