I want to welcome you to YT!
I understand what your going through, Lillie has more of a cottony coat and she tends to matt very easy.
A good solution is to get some EMU OIL at a health food store, it's a little expensive, I paid like 12.00 for my 2oz bottle, but it goes a long way.
what you want to do is mix :
3oz warm water, 1TBS emu oil, 2 drops of 100% lavender oil (for smell) and 2 drops 100% eucalyptus oil (helps keep fleas off) put this in a spray bottle and shake very well before you use it.
Bathe your Yorkie with a good shampoo and conditioner, you may also want to use a leave in conditioner, I use Pantene leave in foam, it works really well. Towel dry her like normal, then spray that emu oil mixture on her coat, make sure you get all the places where she is matted really well! Then comb her out like you normally would. But I will almost garantee you, she wont cry when you comb her out. and I use a small fine tooth comb, and I gently tease the matts outs. And I comb her in sections, putting her hair in between my two fingers.
I hope this helps you out. here is the thread on the emu oil.
http://www.yorkietalk.com/forums/showthread.php?t=51422