This is not confusing at all. Please scroll up and read through MANY 301 redirect instructional post on WPW and also search Google for MANY other 301 redirect tutorials. In your htaccess file on your server this command line is showed to make it work:
redirect 301 /thong-g-string-jewelry.html
http://www.nipplecharms.com/body-jew...g-jewelry.html
Now I for one say you better have a damn good reason for changing a page name, because their is no guarantee at all that the ranking will move over to the new page.
Like you mentioned you do have a good reason because you are switching over to Yahoo Merchant and the page names/file structure has to change. Just beware that their is no way to guarantee that when this switch is made you will still have the ranking you once had.