It is impossible to tell what the issue could be, with the information that you give here.
What is SQLyog program version?
From what MySQL version did you export and to which do you import?
With what program was the dump created?
Quote:
it says there was an error while excuting a query
An error 1064? If so it does not tell much!
Could you aswer the above questions and attach a small sample dump that fails to import?