Someone more knowledgeable will get onto this too, but for now, pick off any weird and dodgy looking yellow ones. Pick off the good ones and enjoy!
Could be due to uneven watering patterns.
Good luck.

Conditions may have changed so the bees have gone elswhere. You may need to pollinate the female flowers yourself to get mature fruit.

Thanks for your advice, but I'm a complete novice and dont know how to pollinate the female flowers myself. I do feel really stupid admitting that!!!!

Not dumb at all, Imomd! Every one has had to learn sometime. I've killed at least one of everything that I know how to grow! : )
First, you look for the female flowers--they have a little, often spiny, cuke behind them. The male flowers just have straight thin stems. There are two ways to do it: take some pollen from the inside of the male flower with a Q-tip or a little paintbrush, and dust it on the inner column of the female flower; or, pick an entire male flower, peel off the petals, and use the column to dust several female flowers. This is best done early in the morning, because this is when the pollen is freshest, and the female flowers are the most open and receptive.