1) From SQLyog GUI:
right click the table in Object browser … change table type to .. and choose what you'd like!
2) SQL
Execute this:
ALTER TABLE `dbname`.`tablename` type = ISAM;
(or whatever type).
Comment: The merge table type is really not interesting any more with modern OS's and filesystems It was created in order to be able to have very big databases exceeding the file size possible. But with Windows/NTFS or LINUX/EXT3FS there is no need for merge tables.
You can read about the merge table type in the MySQL documentation.