Surprisingly, the larger number of files can actually save bandwidth on subsequent requests, something that YSlow doesn't take into account. Aggregating everything into a single giant file is really only optimal for visitors that load a single page and no others.
I wrote an article explaining the details here: in httpDrupal 7://www.metaltoad.com/blog/drupal-7-taking-control-css-and-js-aggregation Taking control of CSS and JS aggregation.
To reduce the number of files, you can try the http://drupal.org/project/core_libraryCore Library module. TheThe article above also has some example code that will group the files together using hook_css_alter()hook_css_alter()
and hook_js_alter()hook_js_alter()
.