In the same vein of using the wrong shortcut keys, I just wanted to add that SQLyog, being a Windows application, should adhere to the basic windows editors' shortcut scheme. For example, in almost all Windows editors, pressing F3 repeats the last find.
SQLyog shouldn't fall short of the intuitive expectation of Windows users by using its own proprietary shortcut scheme.
Yes, I grumble here quite often, but hey, I use it on a daily basis, and if I didn't like it, I wouldn't have bothered suggesting improvement 😉