Hello,
If your table that does not have a primary key then SQLyog uses data from ALL columns of the edited row to construct the WHERE clause. This is done to minimize the chances of duplicate updates.
Please read this FAQ:
http://webyog.com/faq/28_70_en.html
You can turn ON this warning setting by checking Tools->Preferences->Others->Prompt if multiple rows are getting updated.
Regards,
Sathish