Ok... 7 out of the top 25 highest payed players in the game play for the Yankees.
1!!!! of the top 25 play for the Red Sox. 
Look at the list, it makes my point. Giambi, A-rod, Mussina, Randy Johnson and Johnny Damon all big time players signed by the Yankees at the peak of their careers. Of the 7 only Jeter and Matsui have never played on another team. 
http://asp.usatoday.com/sports/baseball/salaries/top25.aspx?year=2006
1       Rodriguez, Alex  $ 21,680,727                            New York Yankees  
2       Jeter, Derek  $ 20,600,000                            New York Yankees  
3       Giambi, Jason  $ 20,428,571                            New York Yankees  
4       Bagwell, Jeff  $ 19,369,019                            Houston Astros  
5       Bonds, Barry  $ 19,331,470                            San Francisco Giants  
6       Mussina, Mike  $ 19,000,000                            New York Yankees  
7       Ramirez, Manny  $ 18,279,238                            Boston Red Sox  
8       Helton, Todd  $ 16,600,000                            Colorado Rockies  
9       Pettitte, Andy  $ 16,428,416                            Houston Astros  
10       Ordonez, Magglio  $ 16,200,000                            Detroit Tigers  
11       Johnson, Randy  $ 15,661,427                            New York Yankees  
12       Park, Chan Ho  $ 15,505,142                            San Diego Padres  
13       Martinez, Pedro  $ 14,875,000                            New York Mets  
14       Hampton, Mike  $ 14,503,543                            Atlanta Braves  
15       Berkman, Lance  $ 14,500,000                            Houston Astros  
16       Thome, Jim  $ 14,166,667                            Chicago White Sox  
17       Colon, Bartolo  $ 14,000,000                            Los Angeles Angels  
18       Pujols, Albert  $ 14,000,000                            St. Louis Cardinals  
19       Abreu, Bobby  $ 13,600,000                            Philadelphia Phillies  
20       Beltran, Carlos  $ 13,571,428                            New York Mets  
21       Delgado, Carlos  $ 13,500,000                            New York Mets  
22       Guerrero, Vladimir  $ 13,500,000                            Los Angeles Angels  
23       Jones, Andruw  $ 13,500,000                            Atlanta Braves  
24       Damon, Johnny  $ 13,000,000                            New York Yankees  
25       Matsui, Hideki  $ 13,000,000                            New York Yankees