Jim,
Are there any sql commands in the window that are not terminated by a ;? SQLyog is very picky that ALL commands must be terminated by a ; if there are multiple commands in the window, EVEN IF IT'S NOT A COMMAND YOU ARE EXECUTING. Not sure why but check it out. This would explain why closing and reopening would cause it to work.
BTW, this most commonly hits me when I use ENTER to view the contents of a table. In 3.11 it puts a ; on the line BEFORE the command to make sure that any command there is properly terminated (I guess) but it does NOT terminate the select with a ;. Therefore If I do this and then try and type in a command below it I will get an error in my sql and to fix it I simply terminate the SELECT with a ;.
Clear as mud?
HTH,
=C=