Alex Rodriguez was cautioned by the New York Yankees that playing poker in illegal clubs could be dangerous and harmful to his image, according to a newspaper report. Early last month, the Daily News reported the star slugger had attended games at an underground club with professional card player Phil Hellmuth. Scott Boras, the third baseman's agent, denied that the Yankees had warned his client. "The Yankees have never addressed or spoken with me in regard to any off-field activities regarding Alex Rodriguez. And the Yankees have never spoken to Alex regarding any of his off-field activities," Boras was quoted as saying in a story published Wednesday.