I do not think the version will matter. Actually there is only one minor bugfix where 9.01 and 9.02 differs. Refer: http://www.webyog.com/blog/2011/04/22/sqlyog-mysql-gui-9-02-released/
It is likely a SQLite database that has corrupted somehow. Simply try this: In your user profile locate the “TAGS” folder. On Vista/Win7 it is C:Users{user}AppDataRoamingSQLyogTags. Simply delete or rename that folder. All files in there are SQlite databases (one for every connection you ever had open). SQLyog will then build new databases from scratch next time it connects to server(s).