I'm quite sure google will index a page that they get to from a nofollow link. They would not consider how they got to the page in the index process.
Yes, yahoo follow the NOFOLLOW links. means they do not consider the NOFOLLOW tag. i have seen many links which r nofollow crawled in yahoo as backlink
I think this guy right .. cos' I found my site indexed by yahoo even that link come from comment with nofollow
Yahoo and any other major search engine does not count nofollow links. They will display them but not include them in their algorithms.
What Yahoo reply on nofollow attribute : "If we find a link we make it available to our algorithms to find new content, whether it has a ‘no follow’ attribute or not. However, if the ‘no follow’ attribute is present, it means that no attribution is given to the target from the source of the link."