The Phish that isn't Going Away

I reported a phish containing the link http://www.qcywblysecurity-ep.info to
Spamcop(unfortunately forgot to save Spamcop's link), Ebay and Paypal.  It's
still live 12 hours later.  Could somebody tell me if there is a security
risk visiting it?  It offers up a cookie and I rejected  it.  How much
damage could the cookie have done?  Also has anybody had any luck getting
Yahoo to cough up the identity of a phisher?

Thanks in advance.