It seems like that Yahoo groups junk mail into a folder named "Bulk Mail" and for some reason Thunderbird would notifies me each time a new junk mail arrived.
If you have this problem, you might want to try this simple solution:
Get into Thunderbird Preferences:
Then, under the Security tab and the Junk sub-tab, and enable the option "Mark messages determined to be Junk as read":
And you're good: no more annoying notifications from even more annoying junk messages.
* Preferences might be located elsewhere in a non LSB certified OS.
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