Yahoo! now allows users filter results by website; and sponsored search ad appear based on those filtered sites you select on the left bar. Now, if the user selects a site that’s also a sponsored search advertiser, that advertiser’s ad should still be displayed in the new set of results. For e.g.: When you type “logitech webcam” in Yahoo! search box; a set of results is displayed, containing both web listings and multiple paid ads; then click on “Amazon.com” in the left-hand column to filter the results, and the results page resets, and displays web and paid results from Amazon.com only.

Normal search:

…..search filtered on amazon.com: