Assuming it was originally wired according to protocol, the yellow wire will go in the connection complimenting the blue wire.
For example if the blue wire is in L1, then the yellow will go in L2 (or vise versa).
If your switch is a 2 gang (two switches on the front) be careful not to get them mixed up.
Because they are all switch wires, if you get it wrong there should be no bangs - just lights that don't work properly if at all.
Colin
February 2008