Mabe you could try rewarding him with what he wants when he sits and doesn't run. For instance, he obviously wants to be outside and if he sits by the open door without running, get his leash and take him for a walk. If he runs, chase him down and put him in his crate or somewhere confined. Not that I have that much experience, but it seems like yorkies have tons of energy and draining that energy( with a walk or a hard game of fetch) before the training session might also really help. Also, is he neutured? He might be after a female nearby. HTH!
