Your in luck, this should be easy: yarn will accept messages in
Unix mailbox, rnews, or soup format. The easiest conversion is
to Unix mailbox format. The latter requires that each message begins
with a blank line followed by a line starting with, From, with no colon
at the end. Simply remove the ``>'' in front of the ``From'' to do this.
Second, Unix text files signal an end of line with a line feed
character (hex 0A., DOS uses 2 characters:
Carriage Return (hex OD) Line Feed (hex 0A).
Your messages need the Unix version of end-of-line. So you need to
delete Carriage Returns that are at the ends of lines.
I imported your header into yarn, no problem, when I removed ``>'' and
made sure each end-of-line has only a Line Feed.
You can make these 2 conversions with all manner of dos utilities,
assuming your files are in DOS: hex editors, smart text editors like vim,
the sed stream editor, programs line dos2unix, character translators
like gsar or tr, text processors like awk and perl, etc. etc.
If you have any trouble write me and I can steer you to the right tool.