Not sure what you're asking for Maryp.
Do you want simply to be listed in the Thompson and Yell etc?
Or, do you want to integrate their telephone search pages into your site? If so why?
If it's the former, Yell has a box on the frontpage saying "Advertise with us"... follow the links in there. Thompson has a similar link click here.
If it's the latter, not sure if it's possible. Certainly I don't remember seeing anything like it on other websites. You might try just putting links to both somewhere on the page, or even better on a links page so you don't clutter the rest of the site up.