It looks like Yahoo are ceasing their Webmaster Tools service and integrating it with Microsofts Bing and one of the things they have done already is shut down the site explorer API.
This means that tools that currently use the API will no longer function for the purpose of communicating with Yahoo, including Surveyor.
It should still continue with the other services though, so until a dot release is on the cards its probably just a case of ignoring the error.
Cheers
Ian