How do I change my cell phone number for Yahoo Mail filter notifications?

I have a filter set in my mail to notify my cell phone if I get a certain type of message. I got a new phone. I can't find where to change it in Yahoo so that my notification goes to the right place.How do I change my cell phone number for Yahoo Mail filter notifications?
Sign into Yahoo Mobile, then click My Mobile and add it there:

http://mobile.yahoo.com/

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