Hi,
We have added this feature request in our issue tracker,
http://code.google.com/p/sqlyog/issues/detail?id=1242
As we said we will discuss about this feature and set priority accordingly. Right now we are piled with new features in the upcoming future. Also we went with 8.3 beta1 release publicly yesterday.
You can read our blog,
http://www.webyog.com/blog/2010/02/18/sqlyog-mysql-gui-8-3-beta-1-has-been-released/
We will update you once we discuss about this.
Thanks for your suggestion.
Regards,
Navya