Have any of you seen Dogs 101 on the Animal Channel? They talk about several breeds per show. They mentioned that Yorkies make a funny sound because of something called Pharyngeal Gag Reflex. Our dog also makes really funny sounds when I am playing agrressive with him. When he is all "hopped up" and has his toy, I will flip him over on his back, and he makes this really funny high pitched sound...kind of whiney. Maybe it is the same sound some of you are talking about.
Here is a link to that video:
Yorkies 101