It doen't appear you can alter an existing table by inserting a new field at the top of the list using SQLyog Community 6.1 Beta. You can insert a field anywhere else in the list and at the end but not at the top. After you insert the new field and click the Alter button you get an hourglass and that's all. It works fine in Community 6.0.7.
To duplicate, create a table with a few fields in it, save it and dismiss the setup window. Select the new table, press F6, insert a new field at the top of the list, and press Alter.
I am running SQLyog Community 6.1 Beta, MYSql 5.0.45, XP Pro.