A collapsing trachea is very common in yorkie's and is usually nothing to worry about. They very rarely do anything to correct it, only in exteme cases. It usually only happens when their over excited. I would take the puppy in just to make sure that it isn't that severe, but my vet said that unless they're doing it at rest and it starts to interfere with their activities, that they really just leave it alone and monitor it. Don't really think you have anything to worry about.
