Hello larsen,
If you want to execute and edit resultset, we have an option to do this for a single query-Execute and Edit Resultset(F8). But if multiple queries are selected it doesn't change to Edit mode. We already have this issue here in our issue tracker: http://code.google.com/p/sqlyog/issues/detail?id=1684 We will schedule this according to our priority.
Regards,
Sathish.