Are you sure that isn't just working ?
Current version of sqlyog isn't multithreaded, så you can't contact the program when it's working!
You don't tell whether the base(s) are on 'localhost' or on a remote server. In the latter case, you could try monitoring your network connection …
You also could try the syncronization wizard (yog 4.0 beta supports tunnellling so even if the server does not allow direct connection it should work.
Sorry if I didn't get the point !