The one you pictured is way too thick for a yorkie. Get one like this
http://www.petco.com/Shop/Product.as...familyID=7813&
Its also cheaper than the one you had. My yorkie is 5pounds and she has one like this. I got her the small it adjusts a lot so if she were bigger she would have no problem. The thing with a puppy is that no matter what harness you use its going to be too big anyway until they grow more. So just get the smallest one you can. Or if you can find one of the harness dresses. Get one in an x-small it has the harness built in the clothing.