Sorry I wasn't clear. When you start SQLyog, it asked you which saved connection you want to connect with (“Connect to MySQL Host” window). It will always default to whatever the last saved connection you used. I would like to have it default to a specific saved connection, as typically I use one saved connection 95% of the time.
What I was asking as far as the “specific connection already open” was if there was a command line option to have it connect automatically using a specific saved connection and bypass the “Connect to MySQL Host” window altogether.
Is that any clearer?