Oscars Mom - I didnīt start to put any bows or bands in Ramboīs hair til about one month ago (heīs 10months now) i tried a bit earlier but he just hated it. I left it for ages and then tried again this time giving him a nice treat to occupy him whilst sectioning the hair and putting in the band. As his hair is only short at the front itīs not a neccesity for him but he wants to grow it a bit longer

but using the treat to occupy him ususally works. I try to do it before his walk so he knows if he doesnīt let me do his hair i will make him wait a little longer for his walk. So he just sits on my knee in the end and lets me get on with it. Also when you are putting in the band make sure itīs secure but not too tight that may be why your baby is whining.
As i mentioned in another thread - the best bands to use (i find) are the kids ones which are quite small but are soft all the way round without metal. I noticed some of the elastic bands that you find attached to some bows really pull and snag on Ramboīs hair. So maybe try the soft bands to get your Yorkie used to them first
Hope this helps - me and Rambo are still a work in progress with the hair thing!