If I select a table, hit F11 to update the data in that table, and then Alt-TAB, I can no long switch back to SQLyog via Alt-TAB. This bug makes it extremely difficult to select text from a window and paste it into the table editor. Closing the table editor restores normal operation.
It's not just an XP problem, it behaves the same on Windows 2000, too. The reason is, I think, that the dialog is modal, and after switching applications via ALT+TAB, it looses focus. You should click the field you want to edit so that the cursor appears in the textbox. Now you can use ALT+TAB to switch between applications!