I notice the "Save To My Web" button on many pages within Yahoo's properties but I never noticed them on the Yahoo Directory pages.

Check it out http://dir.yahoo.com/Business_and_Economy/Business_to_Business/Communications_and_Networking/Internet_and_World_Wide_Web/Consulting/

Top right, under suggest a site.

I use them often in the local results, I also have bookmarked the categories I belong to and bookmarked those.

So now I saved them to my web.

Seems like they recently added them to the directory.