First: I think you posted in the wrong category! This is a SQLyog report and not a MONyog report!
None of the things you report here have been reported before! The only known issue with SQLyog and Vista is that on some systems sometimes the program refuses to start. It can be necessary to reboot once more. This is not a problems with SQLyog alone!
No Vista specific issues with SQLyog are known once the program has started. I personally have been using SQLyog solely on Vista for 4 months now, and we test on Vista regularly.
What you report here looks very much like a the system itself is non-operational. I am not impressed by the 'finish' that MS gave Vista before releasing it (mostly I am very annoyed with all the localisations bugs), but a behavior like this is (after all) very unusual!
Please answer:
Have you been using SQLyog on other Windows without those problems?
Do you experience weird problems with other program as well?
Did you reboot the OS?
Did you try reinstalling SQLyog?
Did you try repair/reinstalling Vista?
Can you think of another program that you have installed that causes this weird behaviour?
On what hardware is this Vista installed ?