Do a search on here about being the pack leader or the alfa dog. I read a thread about someone else who had this problem and one of the TY members made a post and talked about making sure you are the pack leader. She said something like this:
Think about you and your kids. Your are the leader of your kids and whenever they go out, you worry about them until they get home. You do not know what kind of harm they can get into when you are not with them. It is the same way with your Yorkie. If he is the pack leader (not you) and you go out, he is going to worry about you until you get home, sometimes leading to destructive behavior.
Make sure you are walking your puppy and giving him plenty of exercise. If he is tired when you put him in his crate he will be able to relax better when you leave. I hope this helps!