I face a minor problem with Sqlyog 4.03 beta – it crashes when I'm terminating/closing connection to my local (4.1.10) Mysql database running on WinXP (Dansih) SP2. And the of course then it does crash too when closing the program with a connection open. But it is not closing the program as such, that is a problem, but closing the connection to the server.
Since I have only the free version and my ISP has temporarily blocked prot 3306 I can't test with other servers right now …