My Bailey use to do that to hubby and I...and I went out and got her a stuffed toy monkey, it was about the same size as her and she was 5 lbs....she loved that monkey....she stopped humping us and started humping the monkey
We called it her **** Monkey
...I still have that monkey, its 14 years old and my Bailey went to rainbow bridge back in Oct 2010 she was almost 15 yrs old.
if she is the only dog in the house like my Bailey was...try finding something they like better than you to hump...its just a thought...it is a natural thing for them to do..so its nearly impossible to stop.
Here is a thread of another Yorkie humping...Watch the video its funny.