Thank you all sososo much for all of the advice!
I actually have a puppy play pen (not an x-pen, it's a canvas and mesh) I bought previously for our Maddie that I'm going to use for the time being and then I will upgrade to the x-pen. She never used it. Too spoiled.
Now my main concern is this... Am I doing the right thing? I keep reading of horror stories and health problems regarding Yorkies. I knew that this was a problem. I've just never had a Yorkie. (I mentioned before we had 2 Miniature Schnauzers, and we currently have 2 small mixed breed dogs - a Yorkie/Shih-tzu and a Bichon/Poodle)... Both weigh 14lbs and so far, no major problems with them. One's 2 the other is 4.